A note on conjugate distributions for copulas

DOI10.1002/MMA.3394zbMath1333.62082OpenAlexW2064123939WikidataQ101496249 ScholiaQ101496249MaRDI QIDQ2795250

V. A. González-López, Mariela Fernández, Laura L.Ramos

Publication date: 18 March 2016

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.3394

zbMATH Keywords

Bayesian inferencecopula densityeducation policygeneralized Farlie-Gumbel-Morgenstern copulamixture of truncated gamma distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Cites Work

• The generalized FGM distribution and its application to stereology of extremes.
• An introduction to copulas.
• A new class of bivariate copulas.
• A new index to measure positive dependence in trivariate distributions
• Copula analysis of mixture models
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
• Modeling of Acoustic Signal Energies with a Generalized Frank Copula. A Linguistic Conjecture is Reviewed
• New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
• Bivariate copulas with cubic sections
• Full Bayesian Analysis for a Model of Tail Dependence

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