About
An Introduction to Copulas, 2nd ed.
Chp 1 Introduction
Chp 2 Definitions and Basic Properties
Preliminaries
Copulas
Exercises
Sklar’s Theorem
Copulas and Random Variables
The Fréchet-Hoeffding Bounds for Joint Distribution Functions
Survival Copulas
Symmetry
Order
Random Variate Generation
Multivariate Copulas
Chp 3 Methods of Constructing Copulas
The Inversion Method
Geometric Methods
Algebraic Methods
Copulas with Specified Properties
Constructing Multivariate Copulas
Elements of Copula Modeling with R
Chp 1
Chp 2
Definition and characterization
Dependence Modeling with Copulas
Chp 1 Introduction
Chp 2 Basics: dependence, tail behavior, and asymmetries
Papers
Bayesian joint modelling of benefit and risk in drug development
Bayesian Approaches to Copula Modelling
Miscellaneous
copula package
Elliptical Copulas
Archimedean Copulas
Building multivariate distributions using copulas
Fitting copula models
Copula Code
An Introduction to Copulas, 2nd ed.
Nelsen, R. B. (2006). An introduction to copulas, 2nd ed. Springer.