A New Generalized Gumbel Copula for Multivariate Distributions
نویسنده
چکیده
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.
منابع مشابه
A note on "Generalized bivariate copulas and their properties"
In 2004, Rodr'{i}guez-Lallena and '{U}beda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and '{U}beda-Flores presented multivariate generalizations of this class. Then in 2011, Kim et al. generalized Rodr'{i}guez-Lallena and '{U}beda-Flores' study to any given copula family. But ther...
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