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...
Download
 

This site or third-party tools used by this make use of cookies necessary for the operation and useful for the purposes outlined in the cookie policy.
If you want to learn more or opt out of all or some cookies, see the cookie policy.
By closing this warning, browsing this page, clicking on a link or continuing to browse otherwise, you consent to the use of cookies.

I Agree