Hybrid Clayton-Frank convolution-based bivariate Archimedean copula

DOI10.1155/2018/5902839MaRDI QIDQ1658208zbMATH OpenOpenAlexWikidataFDO

Authors Maxwell Akwasi Boateng, Akoto Yaw Omari-Sasu, Richard Kodzo Avuglah, Nana Kena Frempong

Publication date 14 August 2018

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2018/5902839

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Statistical Inference Procedures for Bivariate Archimedean Copulas
• A new class of copulas involved geometric distribution: estimation and applications
• Dependence and order in families of Archimedean copulas
• Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
• Multiplicative Archimedean copula

Cites work

• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• Bayesian copulae distributions, with application to operational risk management -- some comments
• Risk management: Value at risk and beyond

Cited in

(1)

• A mixture of Clayton, Gumbel, and Frank copulas: a complete dependence model

Describes a project that uses

Uses Software

• QRM

This page was built for publication: Hybrid Clayton-Frank convolution-based bivariate Archimedean copula

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1658208)