Skip to content

Booksellers & Trade Customers: Sign up for online bulk buying at trade.atlanticbooks.com for wholesale discounts

Booksellers: Create Account on our B2B Portal for wholesale discounts

On Copula Density Estimation and Measures of Multivariate Association by Thomas Blumentritt

On Copula Density Estimation and Measures of Multivariate Association

by Thomas Blumentritt
Save 12% Save 12%
₹5,227.00
₹5,945.00
₹5,945.00
₹5,945.00
(-12%)
₹5,227.00
₹5,227.00

Imported Edition - Ships in 18-21 Days

Free Shipping in India on orders above Rs. 500

Request Bulk Quantity Quote
+91
Book cover type: Paperback
  • ISBN13: 9783844101218
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Josef Eul Verlag Gmbh
  • Publisher Imprint: Josef Eul Verlag Gmbh
  • Publication Date:
  • Pages: 202
  • Original Price: GBP 46.99
  • Language: English
  • Edition: N/A
  • Item Weight: 245 grams
  • BISAC Subject(s): Reference

Measuring the degree of association between random variables is a task inherent in many practical applications such as risk management and financial modeling. Well-known measures like Spearman's rho and Kendall's tau can be expressed in terms of the underlying copula only, hence, being independent of the underlying univariate marginal distributions. Opposed to these classical measures of association, mutual information, which is derived from information theory, constitutes a fundamentally different approach of measuring association. Although this measure is likewise independent of the univariate margins, it is not a functional of the copula but of the corresponding copula density. Besides the theoretical properties of mutual information as a measure of multivariate association, possibilities to estimate the copula density based on observations of continuous distributions are investigated. To cope with the effect of boundary bias, new estimators are introduced and existing functionals are generalized to the multivariate case. The performance of these estimators is evaluated in comparison to common kernel density estimation schemes. To facilitate variance estimation by means of resampling methods like bootstrapping, an algorithm is introduced, which significantly reduces computation time in comparison with pre-implemented algorithms. In practical applications, complete continuous data is oftentimes not available to the analyst. Instead, categorial data derived from the underlying continuous distribution may be given. Hence, estimation of the copula and its density based on contingency tables is investigated. The newly developed estimators are employed to derive estimates of Spearman's rho and Kendall's tau and their performance is compared.

Thomas Blumentritt was born in Cologne, Germany, in 1981. He began his combined studies of Mathematics and Economics at the University of Trier in 2002. After receiving his diploma in 2008, he started his doctoral studies in Statistics at the University of Cologne, which he completed in 2011. During the period from 2008 to 2012 he worked as a teaching and research assistant at the Chair of Economic and Social Statistics of Prof. Dr. Friedrich Schmid at the University of Cologne.

Trusted for over 49 years

Family Owned Company

Secure Payment

All Major Credit Cards/Debit Cards/UPI & More Accepted

New & Authentic Products

India's Largest Distributor

Need Support?

Whatsapp Us

Related Category

business & economics > reference

Bestselling

View All
Atomic Habits (Lead Title) by Clear, James

Atomic Habits (Lead Title)

Clear, James

₹585
₹899
₹899
₹899
(-35%)
₹585
₹585

• Author(s): Clear | James • Publisher: Penguin • Publisher Imprint: Penguin Random House • Subject: General Books

Diary of a Wimpy Kid: Partypooper (Book 20) by Jeff Kinney

Diary of a Wimpy Kid: Partypooper (Book 20)

Jeff Kinney

₹455
₹699
₹699
₹699
(-35%)
₹455
₹455

• Author(s): Jeff Kinney • Publisher: Penguin Random House Children's UK • Publisher Imprint: Penguin Random House Children's UK • BISAC: Comics & Graphic Novels - Humorous

Ikigai by Hector Garcia

Ikigai

Hector Garcia

₹390
₹599
₹599
₹599
(-35%)
₹390
₹390

• Author(s): Hector Garcia • Publisher: Penguin • Publisher Imprint: Penguin Random House • Subject: General Books

The Courage To Be Disliked How To Free Yourself Change Your Life And Achieve Real Happiness Courage To Series by Ichiro Kishimi

The Courage To Be Disliked How To Free Yourself Change Your Life And Achieve Real Happiness Courage To Series

Ichiro Kishimi

₹358
₹550
₹550
₹550
(-35%)
₹358
₹358

• Author(s): Ichiro Kishimi • Publisher: GROVE ATLANTIC • Publisher Imprint: Allen & Unwin • BISAC: Personal Growth - SuccessIchiro Kishimi lives in Kyoto. He writes, lectures and teaches in psychiatric clinics as a certified counsellor and c...

View full details
12 Years: My Messed-up Love Story by Chetan Bhagat

12 Years: My Messed-up Love Story

Chetan Bhagat

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Chetan Bhagat • Publisher: HarperCollins Publishers India • Publisher Imprint: HarperCollins Publishers India • BISAC: GeneralFrom India's top-selling writer Chetan Bhagat comes a powerful new love story that will make you laugh, cry...

View full details
The Mountain Is You: Transforming Self-Sabotage Into Self-Mastery

The Mountain Is You: Transforming Self-Sabotage Into Self-Mastery

Brianna Wiest

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Brianna Wiest • Publisher: Manjul Publishing • Publisher Imprint: Amaryllis • BISAC: Body Mind And SpiritThis is a book about self-sabotage. Why we do it, when we do it, and how to stop doing it—for good. Coexisting but conflicting n...

View full details
The Art of Spending Money: Simple Choices for a Richer Life by Morgan Housel

The Art of Spending Money: Simple Choices for a Richer Life

Morgan Housel

₹290
₹499
₹499
₹499
(-42%)
₹290
₹290

• Author(s): Morgan Housel • Publisher: Pan Macmillan • Publisher Imprint: Pan Macmillan • BISAC: Finance - Wealth ManagementA third book from the International bestselling author of The Psychology of Money and Same as Ever, lessons on harnessing...

View full details
Mother Mary Comes To Me by Arundhati Roy

Mother Mary Comes To Me

Arundhati Roy

₹585
₹899
₹899
₹899
(-35%)
₹585
₹585

• Author(s): Arundhati Roy• Publisher: PRH INDIA LOCAL PRINT• Publisher Imprint: Penguin Hamish Hamilton• BISAC: Literary FiguresArundhati Roy’s first work of memoir, this is a soaring account, both intimate and inspiring, of how the author became...

View full details
Truth without Apology: A Guide for Those Who Can Stand It by Acharya Prashant

Truth without Apology: A Guide for Those Who Can Stand It

Acharya Prashant

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Acharya Prashant • Publisher: HarperCollins Publishers India • Publisher Imprint: HarperCollins Publishers India • BISAC: GeneralIn a world where vagueness is mistaken for depth and obscurity passes for wisdom, Truth without Apology ...

View full details
Grandma's Bag of Stories by Sudha Murthy

Grandma's Bag of Stories

Sudha Murthy

₹179
₹275
₹275
₹275
(-35%)
₹179
₹179

• Author(s): Sudha Murthy • Publisher: India Puffin • Publisher Imprint: India Puffin • BISAC: Short StoriesWho can resist a good story, especially when it's being told by Grandma? From her bag emerges tales of kings and cheats, monkeys and mic...

View full details
Days at the Morisaki Bookshop by Satoshi Yagisawa

Days at the Morisaki Bookshop

Satoshi Yagisawa

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Satoshi Yagisawa • Publisher: Bonnier Books Ltd • Publisher Imprint: Bonnier Books Ltd

Deep Work: Rules For Focused Success In A Distracted World by Newport, Cal

Deep Work: Rules For Focused Success In A Distracted World

Newport, Cal

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Newport, Cal • Publisher: Little, Brown Book Group • Publisher Imprint: Piatkus

Can We Be Strangers Again?: A National Bestseller by Shrijeet Shandilya

Can We Be Strangers Again?: A National Bestseller

Shrijeet Shandilya

₹195
₹299
₹299
₹299
(-35%)
₹195
₹195

• Author(s): Shrijeet Shandilya • Publisher: Ebury Press • Publisher Imprint: Ebury Press • BISAC: Romance - GeneralIn the electric haze of college life, three friends are bound by laughter, late-night talks and unspoken promises. But when two of...

View full details
The Secret of Secrets: (Robert Langdon Book 6) by Dan Brown

The Secret of Secrets: (Robert Langdon Book 6)

Dan Brown

₹975
₹1,499
₹1,499
₹1,499
(-35%)
₹975
₹975

• Author(s): Dan Brown • Publisher: Transworld Publishers Ltd • Publisher Imprint: Transworld Publishers Ltd • BISAC: Thrillers - EspionageDan Brown is the bestselling author of Digital Fortress, Deception Point, Angels and Demons, The Da Vinci C...

View full details
Magic of the Lost Temple by Sudha Murty

Magic of the Lost Temple

Sudha Murty

₹179
₹275
₹275
₹275
(-35%)
₹179
₹179

• Author(s): Sudha Murty • Publisher: India Puffin • Publisher Imprint: India Puffin • BISAC: Action & Adventure - General

Rich Dad Poor Dad: What the Rich Teach Their Kids about Money That the Poor and Middle Class Do Not!

Rich Dad Poor Dad: What the Rich Teach Their Kids about Money That the Poor and Middle Class Do Not!

₹390
₹599
₹599
₹599
(-35%)
₹390
₹390

• Publisher: Penguin • Publisher Imprint: Penguin Random House • Subject: General Books • BISAC: Personal Finance - GeneralApril of 2022 marks a 25-year milestone for the personal finance classic Rich Dad Poor Dad that still ranks as the #1 Pers...

View full details
World’S Greatest Books For Personal Growth & Wealth (Set Of 4 Books) : Perfect Motivational by Dale Carnegie, Napoleon Hill

World’S Greatest Books For Personal Growth & Wealth (Set Of 4 Books) : Perfect Motivational

Dale Carnegie, Napoleon Hill

₹390
₹599
₹599
₹599
(-35%)
₹390
₹390

• Author(s): Dale Carnegie | Napoleon Hill • Publisher: Fingerprint • Publisher Imprint: Fingerprint • Subject: General Books

The Housemaid: An Addictive Psychological Thriller With Mind-Bending Twists by Freida Mcfadden

The Housemaid: An Addictive Psychological Thriller With Mind-Bending Twists

Freida Mcfadden

₹358
₹550
₹550
₹550
(-35%)
₹358
₹358

• Author(s): Freida Mcfadden • Publisher: Penguin Select Print • Publisher Imprint: Penguin Select Publishing"Multi-Million Copy Bestselling Series •Now Being Made Into a Major Motion Picture Starring Sydney Sweeney and Amanda Seyfried #1 New Yor...

View full details
101 Tales: The Great Panchatantra Collection by Wonder House Books

101 Tales: The Great Panchatantra Collection

Wonder House Books

₹390
₹599
₹599
₹599
(-35%)
₹390
₹390

• Author(s): Wonder House Books • Publisher: Wonder House Books • Publisher Imprint: Wonder House Books • BISAC: Comics & Graphic Novels - Fairy Tales, Folklore, Legends & MTimeless Wisdom, Talking Animals & Life Lessons for Young Min...

View full details
Man's Search For Meaning by Viktor E. Frankl

Man's Search For Meaning

Viktor E. Frankl

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Viktor E. Frankl • Publisher: Random House • Publisher Imprint: Random Hou • Subject: Medical, Nursing and Health Sciences

Bacchon KI Doctor's Desi Parenting Book: A Doctor-Mom's Guide to Milk, Myths, Motherhood and More by Madhavi Bharadwaj

Bacchon KI Doctor's Desi Parenting Book: A Doctor-Mom's Guide to Milk, Myths, Motherhood and More

Madhavi Bharadwaj

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Madhavi Bharadwaj • Publisher: PRH India • Publisher Imprint: Penguin Ebury Press • BISAC: Parenting - MotherhoodWelcome to the wild, messy, wonderful world of parenting--where the nights are long, the diapers are explosive, and unso...

View full details
The Outsider by Vir Das

The Outsider

Vir Das

₹455
₹699
₹699
₹699
(-35%)
₹455
₹455

• Author(s): Vir Das • Publisher: HarperCollins Publishers India • Publisher Imprint: HarperCollins Publishers India • BISAC: Entertainment & Performing ArtsComedian and actor Vir Das is beloved (by some, tolerated by others, blocked by a few...

View full details
The Very Hungry Caterpillar by Eric Carle

The Very Hungry Caterpillar

Eric Carle

₹293
₹450
₹450
₹450
(-35%)
₹293
₹293

• Author(s): Eric Carle • Publisher: Penguin Books, Limited (UK) • Publisher Imprint: Penguin Books, Limited (UK) • BISAC: Animals - Butterflies, Moths & CaterpillarsEric Carle's The Very Hungry Caterpillar is a perennial favourite with child...

View full details
Too Good to Be True : A smart, funny will-they-won’t-they romance by mostlysane by Prajakta Koli

Too Good to Be True : A smart, funny will-they-won’t-they romance by mostlysane

Prajakta Koli

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Prajakta Koli • Publisher: Harper Fiction India • Publisher Imprint: Harper Fiction India • BISAC: Romance - ContemporaryWinner of the Amazon India Popular Choice Debut Book 2025 Award. From one of India's most-loved creators comes s...

View full details
Home
Genres
Account
Chat