Multivariate Models and Multivariate Dependence Concepts

Name: Multivariate Models and Multivariate Dependence Concepts
Brand: Taylor & Francis Ltd
SKU: 9780412073311
Price: 217.92 EUR
Availability: InStock

Autor: Harry Joe

Jazyk:

Väzba: Pevná

Vydavateľ: Taylor & Francis Ltd

Dostupnosť: Skladom u dodávateľa

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217.92 €

This book is devoted to (a) multivariate models for non-normal re sponse, an area of probability and...

Informácie o knihe

Autor

Harry Joe

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

1997

Stránok

424

EAN

9780412073311

ISBN

0412073315

Enbook ID

02636045

Vydavateľ

Taylor & Francis Ltd

Hmotnosť

Rozmery

152 x 229 x 5

Kompletný popis

This book is devoted to (a) multivariate models for non-normal re sponse, an area of probability and statistics with increasing activity and applications, and (b) dependence concepts that are useful for analysing properties of multivariate models. It also adds to the knowledge of the space of multivariate distributions. By a multivariate model, I mean a parametric statistical model for a multivariate response, possibly with covariates. Examples are models for multivariate or longitudinal count, binary and ordinal response data. My approach consists of the modelling of the uni variate margins followed by adding the appropriate dependence structure, with considerations of positive or negative dependence, and exchangeable, time series or general dependence structure. I find that dependence concepts and dependence analysis are neces sary to understand a model and when it might be applicable. This includes analysis of the range of dependence that a model permits and whether the dependence of the model increases as multivariate parameters increase.

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Multivariate Models and Multivariate Dependence Concepts

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