An introduction to copulas

Discussions of the fundamental properties of copulas and some of their primary applications are the main focus of this text. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions.

Detalhes bibliográficos
Autor principal: Nelsen, Roger B.
Formato: Livro
Idioma:English
Publicado em: New York Springer c1999.
Colecção:Lecture notes in statistics 139.
Assuntos: