On a general class of gamma based copulas
A large family of copulas with gamma components is examined, and interesting submodels are defined and analyzed. Parameter estimation is demonstrated for some of these submodels. A brief discussion of higher-dimensional versions is included.
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | article |
| Langue: | EN |
| Publié: |
De Gruyter
2021
|
| Sujets: | |
| Accès en ligne: | https://doaj.org/article/ae85b41c1c5c45d19dbebbdb88832038 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|