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A Mixture of Clayton, Gumbel, and Frank Copulas: A Complete Dependence Model
Knowledge of the dependence between random variables is necessary in the area of risk assessment and evaluation. Some of the existing Archimedean copulas, namely the Clayton and the Gumbel copulas, allow for higher correlations on the extreme left and right, respectively. In this study, we use the i...
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| Main Authors: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Hindawi Limited
2022-01-01
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| Colecção: | Journal of Probability and Statistics |
| Acesso em linha: | http://dx.doi.org/10.1155/2022/1422394 |
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