Definitions and Basic Properties

  • Roger B. Nelsen
Part of the Lecture Notes in Statistics book series (LNS, volume 139)


In the Introduction we referred to copulas as “functions that join or couple multivariate distribution functions to their one-dimensional marginal distribution functions” and as “distribution functions whose one-dimensional margins are uniform.” But neither of these statements is a definition—hence we will devote this chapter to giving a precise definition of copulas and to examining some of their elementary properties.


Distribution Function Radial Symmetry Continuous Random Variable Joint Distribution Function Marginal Distribution Function 
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Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • Roger B. Nelsen
    • 1
  1. 1.Department of Mathematical SciencesLewis & Clark CollegePortlandUSA

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