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
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Acceso en línea:https://doaj.org/article/ae85b41c1c5c45d19dbebbdb88832038
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