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on generators in archimedean copulas
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نویسنده
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najjari vadoud
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منبع
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sahand communications in mathematical analysis - 2018 - دوره : 12 - شماره : 1 - صفحه:155 -166
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چکیده
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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.
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کلیدواژه
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copulas ,generator ,dependence concepts ,measures of association ,tails
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آدرس
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islamic azad university, maragheh branch, young researchers and elite club, ایران
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پست الکترونیکی
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fnajjary@yahoo.com, vnajjari@iau-maragheh.ac.ir, vnajjari@gazi.edu.tr
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Authors
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