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.

Библиографические подробности
Главный автор: Nelsen, Roger B.
Формат:
Язык:English
Опубликовано: New York Springer c1999.
Серии:Lecture notes in statistics 139.
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