Marshall–Olkin Laplace transform copulas of multivariate gamma distributions
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DOI: 10.1080/03610926.2017.1310241
Abstract: ABSTRACT This article provides two copula families on [0, 1]n obtained from the Laplace transforms of the multivariate gamma distribution and the multifactor gamma distribution given by and , respectively, where P is an affine… read more here.
Keywords: laplace; marshall olkin; multivariate gamma; gamma ... See more keywords