On Generators in Archimedean Copulas
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...
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| Format: | Article |
| Language: | English |
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University of Maragheh
2018-11-01
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| Series: | Sahand Communications in Mathematical Analysis |
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| Online Access: | http://scma.maragheh.ac.ir/article_28401_192ccd348b21007aaea898711ec47ec1.pdf |