Introduction -- Definitions and Basic Properties -- Methods of Constructing Copulas -- Archimedean Copulas -- Dependence -- Additional Topics
Summary
"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. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions."--Publisher description
Bibliography
Includes bibliographical references (pages 251-261) and index
