Harry Joe
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.
Introduction. Aspects of Interpretation. Technical Considerations. Statistical Analysis. Special Methods for Joint Responses. Some Examples. Strategical Aspects. More Specialized Topics. Appendices.
"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 deillegalscription 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 deillegalscription 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)
This text describes methods for the analysis of relationships between a set a variables, with emphasis largely, but not entirely on observational studies in the social sciences.
Über den Autor
Harry Joe
Inhaltsverzeichnis
Introduction. Aspects of Interpretation. Technical Considerations. Statistical Analysis. Special Methods for Joint Responses. Some Examples. Strategical Aspects. More Specialized Topics. Appendices.
Klappentext
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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