期刊论文详细信息
Dependence Modeling | |
On a general class of gamma based copulas | |
Arnold Barry C.1  Arvanitis Matthew2  | |
[1] Department of Statistics, University of California, Riverside, USA;USDA Forest Products Laboratory, Madison, Wisconsin, USA; | |
关键词: copula; gamma components; bivariate beta; tail dependence; likelihood-free estimation; approximate bayesian computation; 62h05; 62e10; | |
DOI : 10.1515/demo-2021-0117 | |
来源: DOAJ |
【 摘 要 】
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.
【 授权许可】
Unknown