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Journals / Gazi University Journal of Science / 2020 / Cilt: 33 - Sayı: 3

A New Family of Archimedean Copula via Trigonometric Generator Function

Selim Orhun SUSAM
Pages
806–813
Publication Date
2022-10-19
DOI
—
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AI Summary & Key Takeaways

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

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 isperformed.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this paper, new type of Archimedean copula based on cotangent generator function, anddependence characteristics are investigated.
📊
Key Findings & Data:Also, the estimation procedure of the dependenceparameter is given.
💡
Conclusion & Impact: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 isperformed.
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Domain Parameters

Abstract

In this paper, new type of Archimedean copula based on cotangent generator function, anddependence characteristics are investigated. Also, the estimation procedure of the dependenceparameter 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 isperformed.

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Cite This Article

SUSAM, S. O. (2022). A New Family of Archimedean Copula via Trigonometric Generator Function. Gazi University Journal of Science, Cilt: 33 - Sayı: 3, 806–813. https://ajindex.com/articles/521269

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