Copula Function and C-Volume
Enrico Bernardi () and
Silvia Romagnoli ()
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Enrico Bernardi: University of Bologna, Department of Statistical Sciences “Paolo Fortunati”
Silvia Romagnoli: University of Bologna, Department of Statistical Sciences “Paolo Fortunati”
Chapter Chapter 2 in Counting Statistics for Dependent Random Events, 2021, pp 29-61 from Springer
Abstract:
Abstract This chapter is devoted to a short review of the basic concepts of the theory of dependence functions or copula functions, as they are more usually called. In particular our objective is to define the volume of a copula function: this is one of the basic ingredients of the aggregation algorithm that will be discussed in Part II.
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-64250-1_2
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DOI: 10.1007/978-3-030-64250-1_2
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