In this survey we review the most important properties of copulas, several families of copulas that have appeared in the literature, and which have been applied in various fields, and several methods of constructing multivariate copulas.
Copula theory: an introduction
DURANTE, FABRIZIO;SEMPI, Carlo
2010-01-01
Abstract
In this survey we review the most important properties of copulas, several families of copulas that have appeared in the literature, and which have been applied in various fields, and several methods of constructing multivariate copulas.File in questo prodotto:
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