Principles of Copula Theory 1st Edition by Fabrizio Durante, Carlo Sempi 1439884420 9781439884423
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Product details:
ISBN 10: 1439884420
ISBN 13: 9781439884423
Author: Fabrizio Durante, Carlo Sempi
Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results.
Principles of Copula Theory 1st Table of contents:
Chapter 1: Copulas: basic definitions and properties
Chapter 2: Copulas and stochastic dependence
Chapter 3: Copulas and measures
Chapter 4: Copulas and approximation
Chapter 5: The Markov product of copulas
Chapter 6: A compendium of families of copulas
Chapter 7: Generalisations of copulas: quasi-copulas
Chapter 8: Generalisations of copulas: semi-copulas
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Fabrizio Durante,Carlo Sempi,Principles,Copula