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.

Guardado en:
Detalles Bibliográficos
Autores principales: Arnold Barry C., Arvanitis Matthew
Formato: article
Lenguaje:EN
Publicado: De Gruyter 2021
Materias:
Acceso en línea:https://doaj.org/article/ae85b41c1c5c45d19dbebbdb88832038
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!