Multivariate Models and Multivariate Dependence Concepts book cover
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1st Edition

Multivariate Models and Multivariate Dependence Concepts

By

Harry Joe

Copyright Year 1997

ISBN 9780412073311
Published May 1, 1997 by Chapman and Hall/CRC
424 Pages
 
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Book Description

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.

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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)