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A New Generalized Gumbel Copula for Multivariate Distributions
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Bhat_generalized_Gumbel_copula.pdf (102.7Kb)
Date
2009-08
Author
Bhat, Chandra R.
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Abstract
This paper constructs a new generalized multivariate version of the Gumbel copula that, to our knowledge, has not appeared in the statistical or mathematical literature.
Department
Civil, Architectural, and Environmental Engineering
Subject
Gumbel copula
multivariate distribution
copula
URI
http://hdl.handle.net/2152/21076
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