Product 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.

Product Details

• Amazon Sales Rank: #386195 in Books
• Published on: 1997-05-01
• Original language: English
• Number of items: 1
• Binding: Hardcover
• 424 pages

Review
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)

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)

Customer Reviews

very specialized topic
Joe has written a book about multivariate dependencies. This is really a side topic to multivariate analysis which deals with concepts of dependence among variables. These dependencies lead to probability inequalities. This includes concepts like association, total positivity and majorization. These topics are important at times in proving statistical theorems particularly with regard to asymptotic theory. But if you do not specialize in such things you may not find it very interesting or useful. The new book by Marshall and Olkin deals with these methods in determining properties of lifetime distributions. Their earlier book on majorization is a classic and gives more comprehensive coverage of probability inequalities for multivariate data.