Hybrid Clayton-Frank convolution-based bivariate Archimedean copula

DOI10.1155/2018/5902839zbMath1431.62217OpenAlexW2789409862WikidataQ130123194 ScholiaQ130123194MaRDI QIDQ1658208

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

Publication date: 14 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/5902839

Mathematics Subject Classification ID

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

Related Items (1)

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

Uses Software

• QRM

Cites Work

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• Bayesian copulae distributions, with application to operational risk management -- some comments

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