Estimation procedures for exchangeable Marshall copulas with hydrological application
Estimation procedures for exchangeable Marshall copulas with hydrological application
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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English
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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Contents
Complex phenomena in environmental sciences can be conveniently represented by several inter-dependent random variables. In order to describe such situations, copula-based models have been studied during the last year. In this paper, we consider a novel family of bivariate copulas, called exchangeable Marshall copulas. Such copulas describe both po...
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Full title
Estimation procedures for exchangeable Marshall copulas with hydrological application
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TN_cdi_proquest_miscellaneous_1651396481
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1651396481
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ISSN
1436-3240
E-ISSN
1436-3259
DOI
10.1007/s00477-014-0866-7
