Estimating the Gumbel-Barnett copula parameter of dependence

DOI10.15446/rce.v41n1.64900zbMath1435.62179OpenAlexW2790909932MaRDI QIDQ5114115

José Rafael Tovar Cuevas, Jennyfer Portilla Yela

Publication date: 21 June 2020

Published in: Revista Colombiana de Estadística (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15446/rce.v41n1.64900

zbMATH Keywords

copulacorrelationestimationsimulationBayesiandependenceGB copula

Mathematics Subject Classification ID

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

Related Items (3)

Bivariate two sample test based on exceedance statistics ⋮ Unnamed Item ⋮ Unnamed Item

This page was built for publication: Estimating the Gumbel-Barnett copula parameter of dependence