Titlebook: An Introduction to Copulas; Roger B. Nelsen Book 19991st edition Springer Science+Business Media New York 1999 Parametric statistics.mathe

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https://doi.org/10.1007/978-3-642-48438-4the nonparametric nature of the dependence between two random variables, is expressed by the copula. Thus the study of concepts and measures of nonparametric dependence is a study of properties of copulas—a topic we will pursue in Chapter 5. For this study, it is advantageous to have a variety of copulas at our disposal.

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Archimedean Copulas,t rather in the study of probabilistic metric spaces, where they were studied as part of the development of a probabilistic version of the triangle inequality. For an account of this history, see [Schweizer (1991)] and the references cited therein.

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Book 19991st editions is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the

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Die Rasse-Intelligenz-Kontroverse,t rather in the study of probabilistic metric spaces, where they were studied as part of the development of a probabilistic version of the triangle inequality. For an account of this history, see [Schweizer (1991)] and the references cited therein.

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,Soziale Reaktionen auf Unmündigkeit,following. In studying “distances” between distributions, Dall’Aglio (1956, 1991) considered the following problem (see Exercise 6.5): What is the minimum value of .given that the margins of . are fixed to be . and .,respectively?

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