6 research outputs found
Copula Theory: An Introduction
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 applie
Copula theory: an introduction
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