Copula Theory: An Introduction View Full Text


Ontology type: schema:Chapter      Open Access: True


Chapter Info

DATE

2010-05-25

AUTHORS

Fabrizio Durante , Carlo Sempi

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.

PAGES

3-31

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-642-12465-5_1

DOI

http://dx.doi.org/10.1007/978-3-642-12465-5_1

DIMENSIONS

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