An Introduction to Copulas
An Introduction to Copulas
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DOI:
10.1007/978-1-4757-3076-0
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发表时间:
1998-10
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The study of copulas and their applications in statistics is a rather modern phenomenon. Until quite recently, it was difficult to even locate the word “copula” in the statistical literature. There is no entry for “copula” in the nine volume Encyclopedia of Statistical Sciences, nor in the supplement volume. However, the first update volume, published in 1997, does have such an entry (Fisher 1997). The first reference in the Current Index to Statistics to a paper using “copula” in the title or as a