Book 2010
Copula theory and its applications
- Publisher
- Springer
- Language
- English
- Published
- 2010
- Congresses
- Mathematical statistics
- Mathematics
- Statistics
- Economics
- Banks and banking
- Statistical Theory and Methods
"Copulas are mathematical objects that fully capture the dependence structure among random variables, and hence offer great flexibility in building multivariate stochastic models" --Book cover.