Editorial to the special issue on Copulae of Statistics & Risk Modeling

Copulae became an extremely popular tool in different areas of research. Since the first applications in risk management in the late 90th, they attracted many other quantitatively oriented sciences like biostatistics, hydrology and finance. The main reason originates in the Sklar (1959) theorem, which allows for separation of the marginal distributions from the dependency structure between the random variables.

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Year of publication:	2013
Authors:	Ostap, Okhrin
Published in:	Statistics & Risk Modeling. - De Gruyter. - Vol. 30.2013, 4, p. 281-286
Publisher:	De Gruyter
Subject:	Copula \| multivariate distribution

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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