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Social and Behavioral Sciences Commons

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Economics

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Arcadia University

2020

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Full-Text Articles in Social and Behavioral Sciences

An Introduction To Copulas, Yifan Guo, Geng Zhang Jan 2020

An Introduction To Copulas, Yifan Guo, Geng Zhang

Capstone Showcase

Copulas are the mathematical functions that connect the distribution functions of univariate random variables to form multivariate distributions. We define copulas, present some of their key properties, and provide examples of their applications.