When Gumbel met Galambos

Open Access
Conference paper

Abstract

The well known bivariate Gumbel and Galambos copulas have analytical forms whose similarity is intriguing. As explored here, several deep connections indeed exist between these two parametric families of copulas in any dimension.

Copyright information

© The Author(s) 2017

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsMcGill UniversityMontréalCanada

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