Hybrid Clayton-Frank Convolution-Based Bivariate Archimedean Copula
This study exploits the closure property of the converse convolution operator to come up with a hybrid Clayton-Frank Archimedean copula for two random variables. Pairs of random variables were generated and the upper tail observation of the cumulative distribution function (CDF) was used to assess t...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2018-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2018/5902839 |