On a general class of gamma based copulas

DOI10.1515/DEMO-2021-0117MaRDI QIDQ2063754zbMATH OpenOpenAlexFDO

Authors Barry C. Arnold, Matthew Arvanitis

Publication date 3 January 2022

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2021-0117

zbMATH Keywords

copulaapproximate Bayesian computationtail dependencebivariate betagamma componentslikelihood-free estimation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• A new class of copulas with tail dependence
• Marshall-Olkin Laplace transform copulas of multivariate gamma distributions
• A generalization of the Archimedean class of bivariate copulas
• A new class of copulas involved geometric distribution: estimation and applications
• On the family of multivariate chi-square copulas

Cites work

• A bivariate beta distribution.
• A class of bivariate distributions including the bivariate logistic
• An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation
• An introduction to copulas.
• Flexible bivariate beta distributions

Cited in

(4)

• scientific article; zbMATH DE number 6811494 (Why is no real title available?)
• Marshall-Olkin Laplace transform copulas of multivariate gamma distributions
• On the family of multivariate chi-square copulas
• A new class of copulas involved geometric distribution: estimation and applications

This page was built for publication: On a general class of gamma based copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2063754)