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My introduction to copulas

My introduction to copulas References[1] Alsina, C., M. J. Frank, and B. Schweizer (2006). Associative Functions. Triangular Norms and Copulas. World Scientific, Singapore.[2] Alsina, C., R. B. Nelsen, and B. Schweizer (1993). On the characterization of a class of binary operations on distribution functions. Statist. Probab. Lett. 17(2), 85-89.[3] Beneš, V. and J. Štepán (Eds.) (1997). Distributions with Given Marginals and Moment problems. Kluwer Acad. Publ., Dordrecht.[4] Clemen, R. and T. Reilly (1999). Correlations and copulas for decision and risk analysis. Management Sci. 45(2), 208-224.[5] Cuadras, C. M., J. Fortiana, and J. A. Rodriguez-Lallena (Eds.) (2002). Distributions with Given Marginals and Statistical Modelling. Kluwer Acad. Publ., Dordrecht.[6] Dall’Aglio, G. (1959). Sulla compatibilità delle funzioni di ripartizione doppia. Rend. Mat. e Appl. (5) 18, 385-413.[7] Dall’Aglio, G., S. Kotz, and G. Salinetti (Eds.) (1991). Probability Distributions with Given Marginals. Kluwer Acad. Publ., Dordrecht.[8] Deheuvels, P. (1978). Caractérisation complète des lois extrêmes multivariées et de la convergence des types extrêmes. Publ. Inst. Stat. Univ. Paris 23, 1-36.[9] Durante, F., G. Puccetti, and M. Scherer (2015). A journey from statistics and probability to risk theory. Depend. Model. 3(1), 182-195.[10] Durante, F., G. Puccetti, M. Scherer, and S. Vanduffel (2016). Stat Trek. Depend. Model. 4(1), 109-122.[11] Durante, http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Dependence Modeling de Gruyter

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Publisher
de Gruyter
Copyright
© 2017
ISSN
2300-2298
eISSN
2300-2298
DOI
10.1515/demo-2017-0006
Publisher site
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Abstract

References[1] Alsina, C., M. J. Frank, and B. Schweizer (2006). Associative Functions. Triangular Norms and Copulas. World Scientific, Singapore.[2] Alsina, C., R. B. Nelsen, and B. Schweizer (1993). On the characterization of a class of binary operations on distribution functions. Statist. Probab. Lett. 17(2), 85-89.[3] Beneš, V. and J. Štepán (Eds.) (1997). Distributions with Given Marginals and Moment problems. Kluwer Acad. Publ., Dordrecht.[4] Clemen, R. and T. Reilly (1999). Correlations and copulas for decision and risk analysis. Management Sci. 45(2), 208-224.[5] Cuadras, C. M., J. Fortiana, and J. A. Rodriguez-Lallena (Eds.) (2002). Distributions with Given Marginals and Statistical Modelling. Kluwer Acad. Publ., Dordrecht.[6] Dall’Aglio, G. (1959). Sulla compatibilità delle funzioni di ripartizione doppia. Rend. Mat. e Appl. (5) 18, 385-413.[7] Dall’Aglio, G., S. Kotz, and G. Salinetti (Eds.) (1991). Probability Distributions with Given Marginals. Kluwer Acad. Publ., Dordrecht.[8] Deheuvels, P. (1978). Caractérisation complète des lois extrêmes multivariées et de la convergence des types extrêmes. Publ. Inst. Stat. Univ. Paris 23, 1-36.[9] Durante, F., G. Puccetti, and M. Scherer (2015). A journey from statistics and probability to risk theory. Depend. Model. 3(1), 182-195.[10] Durante, F., G. Puccetti, M. Scherer, and S. Vanduffel (2016). Stat Trek. Depend. Model. 4(1), 109-122.[11] Durante,

Journal

Dependence Modelingde Gruyter

Published: Jan 26, 2017

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