| Título: | Archimedean Copulas Family via Hyperbolic Generator |
| Autores: |
Hasan BAL Vadoud NAJJARI |
| Fecha: | 2013-07-05 |
| Publicador: | Gazi University Journal of Science |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: | Archimedean Copulas, Generator, Hyperbolic functions, Kendall's tau. 1. INTRODUCTION |
| Descripción: | 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. |
| Idioma: | Inglés |