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

DOI10.1155/2022/1422394MaRDI QIDQ2149175zbMATH OpenOpenAlexFDO

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

Publication date 28 June 2022

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/10.1155/2022/1422394

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Multivariate analysis (62Hxx) Functional equations and inequalities (39Bxx)

Cites work

• scientific article; zbMATH DE number 7696336 (Why is no real title available?)
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• On the simultaneous associativity of F(x,y) and x+y-F(x,y)
• Problems on associative functions
• Statistics of financial markets. An introduction.
• Tests of symmetry for bivariate copulas
• Understanding Relationships Using Copulas
• Vine copulas with asymmetric tail dependence and applications to financial return data

Cited in

(1)

• Modeling dependence based on mixture copulas and its application in risk management

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