000			01872nam a2200241Ia 4500
001			43109
003			IN-BdCUP
005			20230421155252.0
008			230413s2023 000 0 eng
020			_a9781439884423
040			_beng _cIN-BdCUP
041			_aeng
082			_a519.535 _bDUR
100			_aDurante, Fabrizio
245		0	_aPrinciples of Copula Theory / _cDurante, Fabrizio & Sempi, Carlo
260			_aUK : _bChapman and Hall/CRC, _c2016.
300			_axvi, 315 p. ; _c22 cm.
520			_aPrinciples of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and further readings highlight active research in the field, including new results, streamlined presentations, and new proofs of old results. After covering the essentials of copula theory, the book addresses the issue of modeling dependence among components of a random vector using copulas. It then presents copulas from the point of view of measure theory, compares methods for the approximation of copulas, and discusses the Markov product for 2-copulas. The authors also examine selected families of copulas that possess appealing features from both theoretical and applied viewpoints. The book concludes with in-depth discussions on two generalizations of copulas: quasi- and semi-copulas. Although copulas are not the solution to all stochastic problems, they are an indispensable tool for understanding several problems about stochastic dependence. This book gives you the solid and formal mathematical background to apply copulas to a range of mathematical areas, such as probability, real analysis, measure theory, and algebraic structures.
650			_aMathematics
650			_aPrinciples of Copula Theory
700			_aSempi, Carlo
942			_2ddc _cBK
999			_c31828 _d31828