R.B.

Nelsen

An Introduction to Copulas
Series: Springer Series in Statistics

The second edition of a very popular book

The study of copulas and their role in statistics is a vigorously
growing field
The student or practitioner of statistics and probability will find
discussions of the fundamental properties of copulas and some of
their primary applications
The applications include the study of dependence and measures of
association, and the construction of families of bivariate distributions

2nd ed. 2006, XIV, 272 p.

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Copulas are functions that join multivariate distribution functions to their onedimensional margins. The study of copulas and their role in statistics is a new but
vigorously growing field. In this book the student or practitioner of statistics and
probability will find discussions of the fundamental properties of copulas and some
of their primary applications. The applications include the study of dependence and
measures of association, and the construction of families of bivariate distributions.

With 116 examples, 54 figures, and 167 exercises, this book is suitable as a text or for selfstudy. The only prerequisite is an upper level undergraduate course in probability and
mathematical statistics, although some familiarity with nonparametric statistics would be
useful. Knowledge of measure-theoretic probability is not required. The revised second
edition includes new sections on extreme value copulas, tail dependence, and quasicopulas.

Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon.
He is also the author of Proofs Without Words: Exercises in Visual Thinking and Proofs
Without Words II: More Exercises in Visual Thinking, published by the Mathematical
Association of America.

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