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

This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimat

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

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

This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the la