Classes and Families

  • Marius Hofert
  • Ivan Kojadinovic
  • Martin Mächler
  • Jun Yan
Part of the Use R! book series (USE R)


This chapter introduces the main copula classes and the corresponding sampling procedures, along with some copula transformations that are important for practical purposes.


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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Marius Hofert
    • 1
  • Ivan Kojadinovic
    • 2
  • Martin Mächler
    • 3
  • Jun Yan
    • 4
  1. 1.Department of Statistics and Actuarial ScienceUniversity of WaterlooWaterlooCanada
  2. 2.Laboratory of Mathematics and its ApplicationsUniversity of Pau and Pays de l’AdourPauFrance
  3. 3.Seminar for StatisticsETH ZurichZurichSwitzerland
  4. 4.Department of StatisticsUniversity of ConnecticutStorrsUSA

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