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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其他
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对连词及其在统计学中的应用的研究是一个相当现代的现象。直到最近,在统计文献中甚至很难找到“copula”这个词。在九卷本的《统计科学百科全书》中没有“copula”词条,增刊中也没有。然而,1997年出版的第一本更新卷确实有这样的条目(Fisher 1997)。在《当前统计索引》中第一次引用在标题中使用“copula”或作为标题的论文
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