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On a general class of gamma based copulas (Q2063754)

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scientific article; zbMATH DE number 7451619
Language Label Description Also known as
English
On a general class of gamma based copulas
scientific article; zbMATH DE number 7451619

    Statements

    title
    On a general class of gamma based copulas (English)
    0 references
    author
    Barry C. Arnold
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    Matthew Arvanitis
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    publication date
    3 January 2022
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    zbMATH Keywords
    copula
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    gamma components
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    bivariate beta
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    tail dependence
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    likelihood-free estimation
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    approximate Bayesian computation
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    Identifiers

    zbMATH DE Number
    7451619
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    OpenAlex ID
    W3209915222
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