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.
| 第一著者: | |
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| フォーマット: | 図書 |
| 言語: | English |
| 出版事項: |
New York
Springer
c1999.
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| シリーズ: | Lecture notes in statistics
139. |
| 主題: |