Estimating the Gumbel-Barnett Copula Parameter of Dependence
Abstract In this paper, we developed an empirical evaluation of four estimation procedures for the dependence parameter of the Gumbel-Barnett copula obtained from a Gumbel type I distribution. We used the maximum likelihood, moments and Bayesian methods and studied the performance of the estimates,...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
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| Series: | Revista Colombiana de Estadística |
| Subjects: | |
| Online Access: | http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512018000100053&lng=en&tlng=en |