Copula theory and its applicationsPiotr Jaworski
Copula theory and its applications
Piotr Jaworski · 2010
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About the book
"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.
Book details
- Year
- 2010
- Language
- English
- Series
- Lecture notes in statistics--proceedings -- 198
- Publisher
- Springer
- Editions
- 1
- Pages
- 327
- ISBN
- 9783642124648
Data source: Wikidata
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