Copula Modeling: An Introduction for Practitioners

DOI10.1561/0800000005zbMath1195.91130OpenAlexW4206149930MaRDI QIDQ2786295

Publication date: 21 September 2010

Published in: Foundations and Trends® in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1561/0800000005

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical methods; economic indices and measures (91B82)

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