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
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
