An introduction to copulas.
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Publication:820222
zbMath1152.62030MaRDI QIDQ820222
Publication date: 6 April 2006
Published in: Springer Series in Statistics (Search for Journal in Brave)
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Probability distributions: general theory (60E05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
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