On Generators in Archimedean Copulas
نویسنده
چکیده مقاله:
This study after reviewing construction methods of generators in Archimedean copulas (AC), proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The generated new family is able to model the low dependence structures.
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عنوان ژورنال
دوره 12 شماره 1
صفحات 155- 166
تاریخ انتشار 2018-11-01
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