Multivariate Models and Multivariate Dependence Concepts

Series:
Chapman & Hall/CRC Monographs on Statistics & Applied Probability
Published:
May 01, 1997 by Chapman and Hall/CRC - 424 Pages
Author(s):
Harry Joe, University of Bristish Colombia, Canada

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$119.95
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ISBN 9780412073311
Cat# C7331
 

Features

oConstruction of multivariate models to cover various types of dependence structures

  • Use of stochastic representations, mixtures, and latent variables to construct parametric models with desirable dependence properties
  • Use of the copula as a summary of the dependence in a multivariate distribution - independent of the univariate margins
  • Frechet classes with given marginal distributions
  • Time series models with given univariate margins
  • Emphasis on properties of multivariate models to decide their applicability
  • Estimation method consisting of parameter estimates from likelihoods of marginal distributions of a multivariate model - together with the jackknife methods for standard error estimates
  • Comparison of models in data analysis examples, including multivariate and longitudinal response data

    • Summary

    This book on multivariate models, statistical inference, and data analysis contains deep coverage of multivariate non-normal distributions for modeling of binary, count, ordinal, and extreme value response data. It is virtually self-contained, and includes many exercises and unsolved problems.

    Table of Contents

    Introduction. Aspects of Interpretation. Technical Considerations. Statistical Analysis. Special Methods for Joint Responses. Some Examples. Strategical Aspects. More Specialized Topics. Appendices.

    Editorial Reviews

    "Both mathematical and applied researchers in multivariate dependence concepts would benefit from reading this rigorous book, which is designed as graduate level textbook… Some notable features of the book include the construction of non-normal multivariate distributions, copulas Fréchet classes, unsolved problems, and exhaustive reference list, and a three-page description of notation and abbreviations… The book is a good collection of ideas and formulas… certainly valuable for researchers in dependency concepts since it deals with several unsolved problems."
    -Ramalingam Shanmugam in Journal of Mathematical Psychology, Vol. 46 (2002)

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