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

A New Family of Archimedean Copula via Trigonometric Generator Function

Selim Orhun SUSAM
Sayfa
806–813
Yayın Tarihi
2022-10-19
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

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 Maddede Bu Makale

🎯
Amaç & Hipotez:In this paper, new type of Archimedean copula based on cotangent generator function, anddependence characteristics are investigated.
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Temel Bulgular & Veri:Also, the estimation procedure of the dependenceparameter is given.
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Sonuç & Katkı: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.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Alan Parametreleri

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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Bu Makaleye Atıf Yap

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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Kaynakça (11)

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