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:	Arnold Barry C., Arvanitis Matthew
Formato:	article
Lenguaje:	EN
Publicado:	De Gruyter 2021
Materias:	copula gamma components bivariate beta tail dependence likelihood-free estimation approximate bayesian computation 62h05 62e10 Science (General) Q1-390 Mathematics QA1-939
Acceso en línea:	https://doaj.org/article/ae85b41c1c5c45d19dbebbdb88832038
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spelling	oai:doaj.org-article:ae85b41c1c5c45d19dbebbdb888320382021-12-05T14:10:46ZOn a general class of gamma based copulas2300-229810.1515/demo-2021-0117https://doaj.org/article/ae85b41c1c5c45d19dbebbdb888320382021-10-01T00:00:00Zhttps://doi.org/10.1515/demo-2021-0117https://doaj.org/toc/2300-2298A 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.Arnold Barry C.Arvanitis MatthewDe Gruyterarticlecopulagamma componentsbivariate betatail dependencelikelihood-free estimationapproximate bayesian computation62h0562e10Science (General)Q1-390MathematicsQA1-939ENDependence Modeling, Vol 9, Iss 1, Pp 374-384 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	copula gamma components bivariate beta tail dependence likelihood-free estimation approximate bayesian computation 62h05 62e10 Science (General) Q1-390 Mathematics QA1-939
spellingShingle	copula gamma components bivariate beta tail dependence likelihood-free estimation approximate bayesian computation 62h05 62e10 Science (General) Q1-390 Mathematics QA1-939 Arnold Barry C. Arvanitis Matthew On a general class of gamma based copulas
description	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.
format	article
author	Arnold Barry C. Arvanitis Matthew
author_facet	Arnold Barry C. Arvanitis Matthew
author_sort	Arnold Barry C.
title	On a general class of gamma based copulas
title_short	On a general class of gamma based copulas
title_full	On a general class of gamma based copulas
title_fullStr	On a general class of gamma based copulas
title_full_unstemmed	On a general class of gamma based copulas
title_sort	on a general class of gamma based copulas
publisher	De Gruyter
publishDate	2021
url	https://doaj.org/article/ae85b41c1c5c45d19dbebbdb88832038
work_keys_str_mv	AT arnoldbarryc onageneralclassofgammabasedcopulas AT arvanitismatthew onageneralclassofgammabasedcopulas
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On a general class of gamma based copulas

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