Principles of Copula Theory

Fabrizio Durante & Carlo Sempi

Language: English

Publisher: CRC Press

Published: Jul 1, 2015

Description:

Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results.After covering the