Libri di Barry C. Arnold - libri Statistica & Applicazioni

Barry C. Arnold

Author's books

Flexible bivariate generalized Pareto models digital
format: Article | STATISTICA & APPLICAZIONI - 2020 - 1
Year: 2020
The hierarchy of Pareto models, described in a paper written by Arnold in 2015, admit representations in terms of independent gamma variables. Utilizing general bivariate beta(2) models introduced in a paper written by Arnold and Ng in 2011, which also involve independent gamma components, it is possible to identify flexible bivariate generalized Pareto models which can exhibit a wide range of correlation values...

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