Archimedean Copulas Family via Hyperbolic Generator

Authors : Hasan BAL, Vadoud NAJJARI

Pages : 195-200

View : 22 | Download : 13

Publication Date : 2013-07-05

Article Type : Research Paper

Abstract :In this study the main endeavor is to generate an Archimedean copulas insert ignore into journalissuearticles values(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.
Keywords : Archimedean Copulas, Generator, Hyperbolic functions, Kendall`s tau 1 INTRODUCTION