Hyperbolic and Trigonometric Generators of Archimedean Copulas: Characteristics and Performance

In this paper, hyperbolic and trigonometric functions, based on cosecant and cotangent as generator function for the family of Archimedean copula, are proposed. For these families, the dependence characteristics are compared. Also, to show the performance of these copulas, we investigate the stochas...

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Bibliographic Details
Main Authors: Amirmasoud Kazemirad, Leila Golshani, Vadood Najjari, Mohsen Kokabinezhad
Format: Article
Language:English
Published: University of Maragheh 2025-01-01
Series:Sahand Communications in Mathematical Analysis
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Online Access:https://scma.maragheh.ac.ir/article_715812_d84d1e07cab7bf85c0353f12b7a10ff3.pdf
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