Introduction to Copulas
Publication: Journal of Hydrologic Engineering
Volume 12, Issue 4
1084-0699(2007)12:4(346)/asset/0a2e67f7-1fdb-4f71-b6e3-d3ce3d59bbb1/assets/(asce)1084-0699(2007)12:4(346).fp.png)
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References
Benes, V., and Stepán, J., eds. (1997). Distributions with given marginals and moment problems, Kluwer, Dordrecht, The Netherlands.
Cuadras, C. M., Fortiana, J., and Rodríguez-Lallena, J. A., eds. (2002). Distributions with given marginals and statistical modelling, Kluwer, Dordrecht, The Netherlands.
Dall’Aglio, G., Kotz, S., and Salinetti, G., eds. (1991). Advances in probability distribution functions with given marginals: Beyond the copulas. Kluwer, Dordrecht, The Netherlands.
Genest, C., et al., eds. (2005a). “Proc., Conf. on Dependence Modeling: Statistical Theory and its Applications in Finance and Insurance.” Canadian J. Statistics, 33(3).
Genest, C., et al., eds. (2005b). Ibid., Insur. Math. Econ., 37(1).
Nelsen, R. B. (1999). An introduction to copulas, Springer lecture notes in statistics 139, Springer, New York.
Rüschendorf, L., Schweizer, B., and Taylor, M. D., eds. (1996). Distributions with fixed marginals and related topics, IMS lecture notes - monograph series 28, Institute of Mathematical Statistics, Hayward, Calif.
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Published In
Journal of Hydrologic Engineering
Volume 12 • Issue 4 • July 2007
Pages: 346
Copyright
© 2007 ASCE.
History
Published online: Jul 1, 2007
Published in print: Jul 2007
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Authors
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Berthold Schweizer
Professor Emeritus of Mathematics and Statistics, Univ. of Massachusetts, Amherst, MA 01003.
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