An Archimedean Copula Family with Hyperbolic Cotangent Generator

DOI10.1142/S0218488514500391zbMath1323.62043MaRDI QIDQ3448617

Tomáš Bacigál, Hasan Bal, Vadoud Najjari

Publication date: 26 October 2015

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

zbMATH Keywords

copulasgeneratorstailsmeasures of associationdependence conceptsAli-Mikhail-Haq copula

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe ⋮ Unnamed Item ⋮ A goodness-of-fit test based on Bézier curve estimation of Kendall distribution ⋮ A new family of Archimedean copulas: the truncated-Poisson family of copulas

Cites Work

• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• A new class of bivariate copulas.

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