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.
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| Autores principales: | , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
De Gruyter
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/ae85b41c1c5c45d19dbebbdb88832038 |
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| Sumario: | 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. |
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