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Focusing on the mathematical framework of copulas, this book provides a comprehensive foundation for their application in probability, real analysis, measure theory, and algebraic structures. The authors simplify complex proofs and integrate various methods found in existing literature into cohesive frameworks, making advanced concepts more accessible to readers.
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Principles of Copula Theory, Fabrizio Durante, Carlo Sempi
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- Released
- 2021
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- (Paperback)
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