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On Generators in Archimedean Copulas
Journal: Sahand Communications in Mathematical Analysis (Vol.12, No. 1)Publication Date: 2018-11-01
Authors : Vadoud Najjari;
Page : 155-166
Keywords : Copulas; Generator; Dependence concepts; Measures of association; Tails;
Source : Download Find it from : Google Scholar
Abstract
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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Last modified: 2019-04-28 14:10:01