6 research outputs found

    Copula Theory: An Introduction

    No full text
    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

    No full text
    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
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