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For some time now, I have been looking for a good introductory reading on Copulas for my seminar. I am finding lots of material that talk about theoretical aspects, which is good, but before I move onto them I am looking to build a good intuitive understanding on the topic.

Could anyone suggest any good papers that provide a good foundation to a beginner (I have had 1-2 courses in statistics and understand marginals, multi-variate distributions, inverse transform, etc., to a reasonable extent)?

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The Joy of Copulas is a pretty good place to start. There are also several questions and answers that discuss some aspects of them here. The main thing to realize is than "copula" is just a fancy word for "multivariate distribution on the unit hypercube with uniform marginal distributions". It's also faster to say. – cardinal Sep 25 '12 at 10:29
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books.google.ca/books/about/… – Yoda Sep 25 '12 at 15:32
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@Yoda: I think NaN looks for something less theoretical as a first reading. I would instead suggest google.be/… – ocram Sep 25 '12 at 15:47
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@Yoda: (+1) That is an excellent first introduction to the theoretical aspects. It is "the" standard book. – cardinal Sep 25 '12 at 16:35
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@ocram: (+1) That is another good introduction that I meant to mention by the same author as the article I alluded to in the first comment: C. Genest and J. MacKay (1986), The Joy of Copulas: Bivariate Distributions with Uniform Marginals, The American Statistician, vol. 40, no. 4, pp. 280-283. – cardinal Sep 25 '12 at 16:37
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