Copula Theory: An Introduction

Conference paper

DOI: 10.1007/978-3-642-12465-5_1

Part of the Lecture Notes in Statistics book series (LNS, volume 198)
Cite this paper as:
Durante F., Sempi C. (2010) Copula Theory: An Introduction. In: Jaworski P., Durante F., Härdle W., Rychlik T. (eds) Copula Theory and Its Applications. Lecture Notes in Statistics, vol 198. Springer, Berlin, Heidelberg

Abstract

In this survey we review the most important properties of copulas, several families of copulas that have appeared in the literature, and which have been applied in various fields, and several methods of constructing multivariate copulas.

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Copyright information

© Springer Berlin Heidelberg 2010

Authors and Affiliations

  1. 1.Department of Knowledge-Based Mathematical SystemsJohannes Kepler UniversityLinzAustria
  2. 2.Dipartimento di Matematica “Ennio De Giorgi”Università del SalentoLecceItaly

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