Book of Donmon Teith

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

This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas

1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling co

This book gives readers the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, meas

This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimat