Nelsen, Roger B.

An introduction to copulas / Roger B. Nelsen. - 2nd ed. - New York : Springer, c2006. - xiii, 269 p. : ill. ; 25 cm. - Springer series in statistics .

Includes bibliographical references (p. [251]-261) and index.

Introduction --
Definitions and basic properties --
Methods of constructing copulas --
Archimedean Copulas --
Dependence --
Additional topics. Table of contents

Suitable for a student or a practitioner of statistics and probability, this book contains discussions of the fundamental properties of copulas and some of their primary applications.



9780387286594 0387286594

2005933254


Copulas (Mathematical statistics)

QA273.6 / .N45 2006

519.535 / NEI 2006

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