Hello Neil, you will find decent and well-written papers on:
http://www.math.ethz.ch/~embrecht/ http://www.ma.hw.ac.uk/~mcneil/ http://www.math.uni-leipzig.de/~tschmidt/#publications Best, Bernhard ps: Incidentally, the monograph http://press.princeton.edu/titles/8056.html contains nice illustrations too. See packages QRMlib, Copula (JSS: Enjoy the Joy of Copulas: With a Package copula, Vol. 21, Issue 4, Oct 2007), mlCopulaSelection, sbgcop and fCopulae on CRAN for implementations of copulae. >-----Ursprüngliche Nachricht----- >Von: [EMAIL PROTECTED] >[mailto:[EMAIL PROTECTED] Im Auftrag von >[EMAIL PROTECTED] >Gesendet: Mittwoch, 12. Dezember 2007 16:25 >An: R-help@r-project.org >Betreff: [R] Need good Reference Material and Reading about >Gaussian Copulas > >Can anyone advise me on some pratical papers or books >On Gaussian Copulas? Anything in the genre of Copulas Dummies >Would be a help. > >As simpe, and approachable with minimal pedantic style. >Thanks, >Neil >-------------------------------------------------------- > > > >This information is being sent at the recipient's >reques...{{dropped:16}} > >______________________________________________ >R-help@r-project.org mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. > ***************************************************************** Confidentiality Note: The information contained in this ...{{dropped:10}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
