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An Introduction to Copulas - Nelsen, Roger B.
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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 but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. With 116 examples, 54 ...

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An Introduction to Copulas 2010, Springer-Verlag New York Inc., New York, NY

ISBN-13: 9781441921093

Softcover reprint of hardcover 2nd edition 2006

Paperback

An Introduction to Copulas 2008, Springer

ISBN-13: 9780387509310

Trade paperback

An Introduction to Copulas 2006, Springer, New York, NY

ISBN-13: 9780387286594

2nd edition

Hardcover

An Introduction to Copulas 1998, Springer, New York, NY

ISBN-13: 9780387986234

Trade paperback