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
146 Citations
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