The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability

Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. Copula Modeling demonstrates that practical implementa

This book gives readers the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, meas

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate s

1. Introduction : Dependence modeling / D. Kurowicka -- 2. Multivariate copulae / M. Fischer -- 3. Vines arise / R.M. Cooke, H. Joe and K. Aas -- 4. Sampling co