Copulas: a Review and Recent Developments
نویسندگان
چکیده
In this review paper we outline some recent contributions to copula theory. Several new author's investigations are presented brie°y, namely: order statistics copula, copulas with given multivariate marginals, copula representation via a local dependence measure and applications of extreme value copulas. Key-words: Copula; Dependence measures; Extremes; Kendall distribution; Local dependence; Multivariate marginals; Normal asymptotic; Order statistics; Simulation. AMS Classi ̄cation: 60E05, 62E20, 62G30, 62G32, 62H12; 62H25, 62J05.
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