An Introduction to Copulas - Couverture souple

Livre 90 sur 160: Springer Series in Statistics

Nelsen, Roger B. B.

 
9781441921093: An Introduction to Copulas

Synopsis

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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