An Introduction to Copulas

Copulas are functions that join multivariate distribution functions to
their one-dimensional margins. 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 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 construction of families of
bivariate distributions.
With nearly a hundred examples and over 150 exercises, this book is
suitable as a text or for self-study. The only prerequisite is an
upper level undergraduate course in probability and mathematical
statistics, although some familiarity with nonparametric statistics
would be useful. Knowledge of measure-theoretic probability is not
required.
Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College
in Portland, Oregon. He is also the author of „Proofs Without Words:
Exercises in Visual Thinking,“ published by the Mathematical
Association of America.