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.
Αποθηκεύτηκε σε:
| Κύριοι συγγραφείς: | , |
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| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
De Gruyter
2021-10-01
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| Σειρά: | Dependence Modeling |
| Θέματα: | |
| Διαθέσιμο Online: | https://doi.org/10.1515/demo-2021-0117 |
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