An Introduction to Copulas
The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful.
eBook, English, 2006
Second edition View all formats and editions
Springer Science+Business Media, Inc., New York, NY, 2006
1 online resource
9780387286594, 9780387286785, 0387286594, 0387286780
1012531860
Definitions and Basic Properties.- Methods of Constructing Copulas.- Archimedean Copulas.- Dependence.- Additional Topics.