Title of article
On Generators in Archimedean Copulas
Author/Authors
Najjari ، Vadoud - Islamic Azad University, Maragheh branch
Pages
12
From page
155
To page
166
Abstract
This study after reviewing construction methods of generators in Archimedean copulas (AC), proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The generated new family is able to model the low dependence structures.
Keywords
Copulas , Generator , Dependence concepts , Measures of association , Tails
Journal title
Sahand Communications in Mathematical Analysis
Serial Year
2018
Journal title
Sahand Communications in Mathematical Analysis
Record number
2454883
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