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1、Nelson-FM.qxd14/10/054:41PMPageiiiRogerB.NelsenAnIntroductiontoCopulasSecondEditionNelson-FM.qxd14/10/054:41PMPageivRogerB.NelsenDepartmentofMathematicalSciencesLewis&ClarkCollege,MSC110Portland,OR97219-7899USAnelsen@lclark.eduLibraryofCongressControlNumber:2005933254ISBN-10:0-387-28659-4
2、ISBN-13:978-0387-28659-4©2006SpringerScience+BusinessMedia,Inc.Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMedia,Inc.,233SpringerStreet,NewYork,NY10013,USA),exceptforbriefexcerptsinconnectionwithrevie
3、wsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,elec-tronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthispublicationoftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyarenotide
4、ntifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.PrintedintheUnitedStatesofAmerica.(SBA)987654321springeronline.comTothememoryofmyparentsAnnBainNelsenandHowardErnestNelsenPrefacetotheFirstEditionInNovemberof1995,IwasattheUniversityofMass
5、achusettsinAmherstforafewdaystoattendasymposiumheld,inpart,tocelebrateProfessorBertholdSchweizer’sretirementfromclassroomteaching.Duringoneafternoonbreak,asmallgroupofuswerehavingcoffeefollowingseveraltalksinwhichcopulaswerementioned.Someoneaskedwhatoneshouldreadtolearnthebasicsaboutcopul
6、as.Wemen-tionedseveralreferences,mostlyresearchpapersandconferencepro-ceedings.Ithensuggestedthatperhapsthetimewasripefor“some-one”towriteanintroductory-levelmonographonthesubject.Acolleague,Iforgetwho,respondedsomewhatmischievously,“Goodidea,Roger—whydon’tyouwriteit?”Althoughflatteredbyt
7、hesuggestion,IletitlieuntilthefollowingSeptember,whenIwasinPraguetoattendaninternationalconferenceondistributionswithfixedmarginalsandmomentproblems.InPrague,IaskedGiorgioDall’Aglio,IngramOlkin,andAbeSklariftheythoughtthattheremightindeedbeinterestinthestatisticalco
