# An Introduction to Copulas

An Introduction to Copulas

Publisher: Springer | pages: 270 | 2006 | ISBN: 0387286594 | File type: PDF | 2,67 mb

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. With nearly a hundred examples and over 150 exercises, this book is suitable as a text or for self-study.

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