Principles of Copula Theory

Principles of Copula Theory
Author :
Publisher : CRC Press
Total Pages : 331
Release :
ISBN-10 : 9781439884447
ISBN-13 : 1439884447
Rating : 4/5 (47 Downloads)

Book Synopsis Principles of Copula Theory by : Fabrizio Durante

Download or read book Principles of Copula Theory written by Fabrizio Durante and published by CRC Press. This book was released on 2015-07-01 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives readers the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, measure theory, and algebraic structures. The authors prove the results as simply as possible and unify various methods scattered throughout the literature in common frameworks, including shuffles of copulas. They also explore connections with related functions, such as quasi-copulas, semi-copulas, and triangular norms, that have been used in different domains.


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