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.
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
New York
Springer
c1999.
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| Σειρά: | Lecture notes in statistics
139. |
| Θέματα: |