Archimedean Copulas Family via Hyperbolic Generator

Hasan BAL, Vadoud NAJJARI
2.106 990

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.


Keywords


Archimedean Copulas, Generator, Hyperbolic functions, Kendall's tau. 1. INTRODUCTION

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