Corpus ID: 15151026

Coping with Copulas

@inproceedings{Schmidt2006CopingWC,
  title={Coping with Copulas},
  author={Thorsten Schmidt},
  year={2006}
}
2 Copulas: first definitions and examples 3 2.1 Sklar’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.2 Copula densities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.3 Conditional distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.4 Bounds of copulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 

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