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Copula Theory: An Introduction
Year Of Publication: 2010
Month Of Publication: January
Pages: 29
Download Count: 13
View Count: 1629
Comment Num: 0
Language: English
Source: working paper
Who Can Read: Free
Date: 4-7-2013
Publisher: Administrator
Summary
In this survey we review the most important properties of copulas, several families of copulas that have appeared in the literature, and which have been applied in various fields, and several methods of constructing multivariate copulas.
This document is published in Copula Theory and Its Applications (2010), 3-31.
http://dx.doi.org/10.1007/978-3-642-12465-5_1
Author(s)
Durante, Fabrizio Sign in to follow this author
Sempi, Carlo Sign in to follow this author
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