When Gumbel met Galambos

Christian Genest () and Johanna G. Nešlehová ()
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Christian Genest: McGill University, Department of Mathematics and Statistics
Johanna G. Nešlehová: McGill University, Department of Mathematics and Statistics

Chapter Chapter 6 in Copulas and Dependence Models with Applications, 2017, pp 83-93 from Springer

Abstract: Abstract The well known bivariate Gumbel and Galambos copulas have analytical forms whose similarity is intriguing. As explored here, several deep connections indeed exist between these two parametric families of copulas in any dimension.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-64221-5_6

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DOI: 10.1007/978-3-319-64221-5_6

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