On a general class of gamma based copulas

DOI10.1515/DEMO-2021-0117zbMath1476.62086OpenAlexW3209915222MaRDI QIDQ2063754

Barry C. Arnold, Matthew Arvanitis

Publication date: 3 January 2022

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2021-0117

zbMATH Keywords

copulaapproximate Bayesian computationtail dependencebivariate betagamma componentslikelihood-free estimation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Flexible bivariate beta distributions
• An introduction to copulas.
• An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation
• A class of bivariate distributions including the bivariate logistic
• A bivariate beta distribution.

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