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Dergiler / Gazi University Journal of Science / 2013 / Cilt: 26 - Sayı: 2

Archimedean Copulas Family via Hyperbolic Generator

Hasan BAL
Vadoud NAJJARI
Sayfa
195–200
Yayın Tarihi
2013-07-05
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Scatterplots, contour diagrams and also surface of the generated new Archimedean family will be shown for several values of its parameter.

📌 3 Maddede Bu Makale

🎯
Amaç & Hipotez:In this study the main endeavor is to generate an Archimedean copulas (AC) family via hyperbolic function.
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Temel Bulgular & Veri:With using function, a new generator of Archimedean family will be defined.
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Sonuç & Katkı:Scatterplots, contour diagrams and also surface of the generated new Archimedean family will be shown for several values of its parameter.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Archimedean Copulas · Generator · Hyperbolic functions

Abstract

In this study the main endeavor is to generate an Archimedean copulas (AC) family via hyperbolic function. With using function, a new generator of Archimedean family will be defined. Scatterplots, contour diagrams and also surface of the generated new Archimedean family will be shown for several values of its parameter.

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Bu Makaleye Atıf Yap

BAL, H., NAJJARI, V. (2013). Archimedean Copulas Family via Hyperbolic Generator. Gazi University Journal of Science, Cilt: 26 - Sayı: 2, 195–200. https://ajindex.com/articles/254950

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Kaynakça (9)

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  8. Hua, Joe. H., Tail order and intermediate tail dependence of multivariate copulas. Journal of Multivariate Analysis, 102 (2011) 1454-1471.
  9. Nelsen, R.B., An Introduction to Copulas. Springer, New York, (2006) second edition.