# Posts Tagged ‘ copula ’

## Copulas and tail dependence, part 2

September 18, 2012
By

An alternative to describe tail dependence can be found in the Ledford & Tawn (1996) for instance. The intuition behind can be found in Fischer & Klein (2007)). Assume that and have the same distribution. Now, if we assume that those vari...

## Copulas made easy

October 28, 2011
By
$Copulas made easy$

Everyday, a poor soul tries to understand copulas by reading the corresponding Wikipedia page, and gives up in despair. The incomprehensible mess that one finds there gives the impression that copulas are about as accessible as tensor theory, which is a shame, because they are actually a very nice tool. The only prerequisite is knowing

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