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Module other

Module other 

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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§

EmpiricalCopula
Empirical copula based on pseudo-observation data.
MarshallOlkinCopula
Marshall-Olkin copula with parameters α and β in [0,1).