- Gazi University Journal of Science
- Vol: 26 Issue: 2
- Archimedean Copulas Family via Hyperbolic Generator
Archimedean Copulas Family via Hyperbolic Generator
Authors : Hasan Bal, Vadoud Najjari
Pages : 195-200
View : 10 | Download : 7
Publication Date : 2013-07-05
Article Type : Research
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.Keywords : Archimedean Copulas, Generator, Hyperbolic functions, Kendall's tau. 1. INTRODUCTION