An introduction to copulas
著者
書誌事項
An introduction to copulas
（Springer series in statistics）
Springer, c2006
2nd ed
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注記
Includes bibliographical references (p. [251]-261) and index
内容説明・目次
内容説明
The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. This book is suitable as a text or for self-study.
目次
Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.
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