Archimedean Copulas Family via Hyperbolic Generator

Year 2013, Volume: 26 Issue: 2, 195 - 200, 05.07.2013

Hasan Bal , Vadoud Najjarı

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

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