Errata for Dependence Modeling with Copulas
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p 30, last line of Example 2.2:
$\eta_{12} /( \eta_2+\eta_{12})$
-> $\eta_{12}e^{-\eta_1 x_2} /( \eta_2+\eta_{12}) $
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p 36: lines 8 and 10: (-x) -> (-x;\xi)
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p 42, 2 lines above (2.22): k=1,2,..., -> k=2,3,...,
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p 43, line -2, y and Z should be boldfaced
- p 55, before (2.44), $n^{-1}(\tauhat-\tau)$ should
be $n^{1/2}(\tauhat-\tau)$
- p 57, before (2.50), $n^{-1}(\rhohat_S-\rho_S)$ should
be $n^{1/2}(\rhohat_S-\rho_S)$
- p 60 Table 2.3, line with \tau=0.3 should be:
0.3 | 0.349 0.403 0.403 | 0.682 0.736 0.738 | 0.887 0.912 0.911
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p 68, Section 2.16.1, (2.55) and equation above it: for left-hand sides,
$\partial w_j$ -> $\partial u_j$;
$\partial w_1\cdots\partial w_d$ -> $\partial u_1\cdots\partial u_d$
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p 70, line 3: first ``)" should be deleted
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p 87, line 7: extra $\int$ after $\cdot$ should be omitted
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p 92, equation (3.8): misaligned fraction ,
denominator should be only on the right-hand side
- p 116, 4th displayed equation,
denominator should be only on the right-hand side
- p 130, Section 3.10.1: middle: $Z_j=\Phi(U_j)$ ->
$Z_j=\Phi^{-1}(U_j)$;
$W_2=\Phi(V_2)$ -> $W_2=\Phi^{-1}(V_2)$;
$W_1=\Phi(V_1)$ -> $W_1=\Phi^{-1}(V_1)$
- p 137, equation (3.66): $d v_m$ should be $d v_g$
- p 139, Section 3.11.3: missing $|\cdot|$ around the partial
derivatives for Jacobians of form ${\partial h\over \partial x}$
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p 163, line -5: misaligned fraction,
denominator should be only on the right-hand side
- p 182: fifth bullet,
remove phrase: "and negative quadrant dependent for \rho<0"
- p 248, equation (5.14): misaligned fraction; should be ${r_{ij} \over n}$
- p 249: correction for $\alpha^*(C)$ and the asymptotic result;
see separate pdf file.
- p 334, Table 7.18: some small corrections to numbers after fix
in one R function; see replacement table in a separate pdf file.
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p 389, line 3 of the proof: misaligned fraction corrected,
denominator should be only on the right-hand side, under the limit.