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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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