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An Introduction to Copulas
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This book discusses the fundamental properties of copulas and some of their primary applications, which include the study of dependence and measures of association, and the construction of families of bivariate distributions.Abstract:
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. This book is suitable as a text or for self-study.read more
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Quasi-arithmetic means of covariance functions with potential applications to space-time data
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Stochastic synthesis approximating any process dependence and distribution
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Copula based hierarchical risk aggregation through sample reordering
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Multivariate Archimax copulas
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Conditional quantiles and tail dependence
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