Vadoud Najjari
Young Researchers and Elite Club, Maragheh branch, Islamic Azad University, Maragheh, Iran.
[ 1 ] - A note on "Generalized bivariate copulas and their properties"
In 2004, Rodr'{i}guez-Lallena and '{U}beda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and '{U}beda-Flores presented multivariate generalizations of this class. Then in 2011, Kim et al. generalized Rodr'{i}guez-Lallena and '{U}beda-Flores' study to any given copula family. But ther...
[ 2 ] - Simulation study on copulas
There are several theorical results about order statistics and copulas in the literature that have been mentioned also by Nelsen cite{p20}. The present study after reviewing some of these results, relies on simulation technique to investigate the mentioned results about order statistics and copulas. The study concentrates on two well known Archimedean Gumbel and Frank families in the case tha...
[ 3 ] - On Generators in Archimedean Copulas
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.
[ 4 ] - A New Model for the Secondary Goal in DEA
The purpose of the current paper is to propose a new model for the secondary goal in DEA by introducing secondary objective function. The proposed new model minimizes the average of the absolute deviations of data points from their median. Similar problem is studied in a related model by Liang et al. (2008), which minimizes the average of the absolute deviations of data points from their mean. ...
نویسندگان همکار