Copulas are mathematical objects that fully capture the dependence structure among random variables. This book offers an up-to-date account of essential aspects of copula models. It also features papers selected from presentations at a workshop in Warsaw.
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Copulas are mathematical objects that fully capture the dependence structure among random variables. This book offers an up-to-date account of essential aspects of copula models. It also features papers selected from presentations at a workshop in Warsaw.
Read Less