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Journals / Gazi University Journal of Science / 2026 / Volume: 33 Issue: 3

A New Family of Archimedean Copula via Trigonometric Generator Function

Selim Orhun Susam(MUNZUR UNIVERSITY)0000-0001-7896-9055
Pages
—
Publication Date
2020-09-01
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

To demonstrate the goodness of fit performance of the new family, a real data analysis is performed.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this paper, new type of Archimedean copula based on cotangent generator function, and dependence characteristics are investigated.
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Key Findings & Data:A Monte Carlo study is performed to measure the performance of estimators.
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Conclusion & Impact:To demonstrate the goodness of fit performance of the new family, a real data analysis is performed.
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Archimedean copula · Tail dependence · Kendall's tau

Abstract

In this paper, new type of Archimedean copula based on cotangent generator function, and dependence characteristics are investigated. Also, the estimation procedure of the dependence parameter is given. A Monte Carlo study is performed to measure the performance of estimators. To demonstrate the goodness of fit performance of the new family, a real data analysis is performed.

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Cite This Article

Susam, S. O. (2020). A New Family of Archimedean Copula via Trigonometric Generator Function. Gazi University Journal of Science, Volume: 33 Issue: 3. https://doi.org/10.35378/gujs.635032

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