An Introduction to Copulas (Lecture Notes in Statistics) by Roger B. Nelsen

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An Introduction to Copulas (Lecture Notes in Statistics) by Roger B. Nelsen

An Introduction to Copulas (Lecture Notes in Statistics) by Roger B. Nelsen
English | Oct 23, 1998 | ISBN: 0387986235 | 226 Pages | PDF | 6 MB

Copulas are functions that join multivariate distribution functions to their one-dimensional margins. 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.

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