Copula Theory and Its Applications Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 /

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Jaworski, Piotr. (Editor), Durante, Fabrizio. (Editor), Hr̃dle, Wolfgang Karl. (Editor), Rychlik, Tomasz. (Editor)
Format: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
Series:Lecture Notes in Statistics, 198
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-12465-5