An Introduction to Copulas

Nelsen, R. B. (2006). An Introduction to Copulas. Springer.

Type

Book

Intellectual base

Textbook

Year

2006

DOI

10.1007/0-387-28678-0

ISBN

9780387286594

Link

https://doi.org/10.1007/0-387-28678-0

Cited by

1 citation across 1 artifact.

Domain-specific

• Tail dependence
  • Estimation replaces the inaccessible limit with high or low empirical thresholds and therefore imports threshold, sample-size, temporal-dependence, and model uncertainty.

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