Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009 /

"Copulas are mathematical objects that fully capture the dependence structure among random variables, and hence offer great flexibility in building multivariate stochastic models"--Book cover.

Bibliographic Details

Other Authors:	Jaworski, Piotr (Andrzej Piotr) (Editor)
Format:	Book
Language:	English
Published:	Heidelberg ; New York : Springer, [2010], ©2010.
Series:	Lecture notes in statistics (Springer-Verlag) ; v. 198.
Subjects:	Copulas (Mathematical statistics) > Congresses. Copulas (Mathematical statistics) Conference papers and proceedings.
Summary:	"Copulas are mathematical objects that fully capture the dependence structure among random variables, and hence offer great flexibility in building multivariate stochastic models"--Book cover.