Copula modeling from Abe Sklar to the present day

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Abstract

This paper provides a structured overview of the contents of the Special Issue of the Journal of Multivariate Analysis on “Copula modeling from Abe Sklar to the present day,” along with a brief history of the development of the field.

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Genest, C., Okhrin, O., & Bodnar, T. (2024). Copula modeling from Abe Sklar to the present day. Journal of Multivariate Analysis, 201. https://doi.org/10.1016/j.jmva.2023.105278

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