Simulating Copulas


The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on diffe

ISBN: 9789813149243
Cover Type: Hardcover
Page Count: 356
Year Published: 2017
Language: English

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