Definitions and Basic Properties
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.
KeywordsDistribution Function Radial Symmetry Continuous Random Variable Joint Distribution Function Marginal Distribution Function
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