On a general class of gamma based copulas
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.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2021-10-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2021-0117 |
| _version_ | 1798042958581202944 |
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| author | Arnold Barry C. Arvanitis Matthew |
| author_facet | Arnold Barry C. Arvanitis Matthew |
| author_sort | Arnold Barry C. |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-11T22:42:46Z |
| format | Article |
| id | doaj.art-ae85b41c1c5c45d19dbebbdb88832038 |
| institution | Directory Open Access Journal |
| issn | 2300-2298 |
| language | English |
| last_indexed | 2024-04-11T22:42:46Z |
| publishDate | 2021-10-01 |
| publisher | De Gruyter |
| record_format | Article |
| series | Dependence Modeling |
| spelling | doaj.art-ae85b41c1c5c45d19dbebbdb888320382022-12-22T03:58:55ZengDe GruyterDependence Modeling2300-22982021-10-019137438410.1515/demo-2021-0117On a general class of gamma based copulasArnold Barry C.0Arvanitis Matthew1Department of Statistics, University of California, Riverside, USAUSDA Forest Products Laboratory, Madison, Wisconsin, USAA 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.https://doi.org/10.1515/demo-2021-0117copulagamma componentsbivariate betatail dependencelikelihood-free estimationapproximate bayesian computation62h0562e10 |
| spellingShingle | Arnold Barry C. Arvanitis Matthew On a general class of gamma based copulas Dependence Modeling copula gamma components bivariate beta tail dependence likelihood-free estimation approximate bayesian computation 62h05 62e10 |
| title | On a general class of gamma based copulas |
| title_full | On a general class of gamma based copulas |
| title_fullStr | On a general class of gamma based copulas |
| title_full_unstemmed | On a general class of gamma based copulas |
| title_short | On a general class of gamma based copulas |
| title_sort | on a general class of gamma based copulas |
| topic | copula gamma components bivariate beta tail dependence likelihood-free estimation approximate bayesian computation 62h05 62e10 |
| url | https://doi.org/10.1515/demo-2021-0117 |
| work_keys_str_mv | AT arnoldbarryc onageneralclassofgammabasedcopulas AT arvanitismatthew onageneralclassofgammabasedcopulas |