On a general class of gamma based copulas-Reference-Cited by-同舟云学术

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On a general class of gamma based copulas

Published:2021-01-01 Issue:1 Volume:9 Page:374-384
ISSN:2300-2298
Container-title:Dependence Modeling
language:en
Short-container-title:

Author:

Arnold Barry C.¹,Arvanitis Matthew²

Affiliation:

1. Department of Statistics , University of California , Riverside , USA

2. USDA Forest Products Laboratory , Madison, Wisconsin, USA

Abstract

Abstract 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.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

https://www.degruyter.com/document/doi/10.1515/demo-2021-0117/pdf

Reference7 articles.

1. [1] Ali, M. M., N. Mikhail, and M. S. Haq (1978). A class of bivariate distributions including the bivariate logistic. J. Multivariate Anal. 8(3), 405–412.

2. [2] Arnold, B. C. and I. Ghosh (2014). Bivariate Kumaraswamy models involving use of Arnold-Ng copulas. J. Appl. Stat. Sci. 22(3/4), 227–240.

3. [3] Arnold, B. C. and H. K. T. Ng (2011). Flexible bivariate beta distributions. J. Multivariate Anal. 102(8), 1194–1202.

4. [4] Arvanitis, M. (2018). Likelihood-free Estimation for Some Flexible Families of Distributions. Ph.D. thesis, UC Riverside.

5. [5] Magnussen, S. (2004). An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation. Comput. Statist. Data Anal. 46(2), 397–406.

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