Title of article
Archimedean Copulas Family via Hyperbolic Generator
Author/Authors
BAL, Hasan Gazi Üniversitesi - Department of Statistics, Turkey , NAJJARI, Vadoud islamic azad university - Department of Mathematics, ايران
From page
195
To page
200
Abstract
In this study the main endeavor is to generate an Archimedean copulas (AC) family via hyperbolic function. With using csch function, a new generator of Archimedean family will be defined. Scatterplots, contour diagrams and also surface of the generated new Archimedean family will be shown for several values of its parameter.
Keywords
Archimedean Copulas , Generator , Hyperbolic functions , Kendall s tau
Journal title
Gazi University Journal Of Science
Journal title
Gazi University Journal Of Science
Record number
2600669
Link To Document