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Other copula families module (placeholder).
§Bibliography
- Marshall, A. W., & Olkin, I. (1967). A multivariate exponential distribution. Journal of the American Statistical Association, 62(317), 30-44.
- Genest, C., & Nešlehová, J. (2007). A primer on copulas for count data. ASTIN Bulletin, 37(2), 475-515.
- Nelsen, R. B. (2006). An Introduction to Copulas. Springer.
Structs§
- Empirical
Copula - Empirical copula based on pseudo-observation data.
- Marshall
Olkin Copula - Marshall-Olkin copula with parameters α and β in [0,1).