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BY 4.0 license Open Access Published by De Gruyter Open Access October 30, 2021

On a general class of gamma based copulas

  • Barry C. Arnold and Matthew Arvanitis EMAIL logo
From the journal Dependence Modeling


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.

MSC 2010: 62H05; 62E10


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Received: 2021-05-25
Accepted: 2021-09-29
Published Online: 2021-10-30

© 2021 Barry C. Arnold et al., published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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