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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| Format: | Article |
| Language: | English |
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University of Maragheh
2025-01-01
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| 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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| author | Amirmasoud Kazemirad Leila Golshani Vadood Najjari Mohsen Kokabinezhad |
| author_facet | Amirmasoud Kazemirad Leila Golshani Vadood Najjari Mohsen Kokabinezhad |
| author_sort | Amirmasoud Kazemirad |
| collection | DOAJ |
| description | 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 stochastic frontier model based on them. Then we conclude that the copulas based on hyperbolic and trigonometric cosecant and cotangent are more suitable for modeling dependence structure. |
| format | Article |
| id | doaj-art-953ff7787b27419d8212ad1be7b31db5 |
| institution | Kabale University |
| issn | 2322-5807 2423-3900 |
| language | English |
| publishDate | 2025-01-01 |
| publisher | University of Maragheh |
| record_format | Article |
| series | Sahand Communications in Mathematical Analysis |
| spelling | doaj-art-953ff7787b27419d8212ad1be7b31db52025-02-11T05:28:01ZengUniversity of MaraghehSahand Communications in Mathematical Analysis2322-58072423-39002025-01-0122122123110.22130/scma.2024.2037882.1847715812Hyperbolic and Trigonometric Generators of Archimedean Copulas: Characteristics and PerformanceAmirmasoud Kazemirad0Leila Golshani1Vadood Najjari2Mohsen Kokabinezhad3Department of Mathematics and Statistics, Central Tehran Branch, Islamic Azad University, Tehran, Iran.Department of Mathematics and Statistics, Central Tehran Branch, Islamic Azad University, Tehran, Iran.Department of Biostatistics, Faculty of Medicine, Altinbas University, Istanbul, Turkey.Department of Mathematics and Statistics, Central Tehran Branch, Islamic Azad University, Tehran, Iran.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 stochastic frontier model based on them. Then we conclude that the copulas based on hyperbolic and trigonometric cosecant and cotangent are more suitable for modeling dependence structure.https://scma.maragheh.ac.ir/article_715812_d84d1e07cab7bf85c0353f12b7a10ff3.pdfarchimedean copulagenerator functionkendall's tauspearman rhostochastic frontier analysis |
| spellingShingle | Amirmasoud Kazemirad Leila Golshani Vadood Najjari Mohsen Kokabinezhad Hyperbolic and Trigonometric Generators of Archimedean Copulas: Characteristics and Performance Sahand Communications in Mathematical Analysis archimedean copula generator function kendall's tau spearman rho stochastic frontier analysis |
| title | Hyperbolic and Trigonometric Generators of Archimedean Copulas: Characteristics and Performance |
| title_full | Hyperbolic and Trigonometric Generators of Archimedean Copulas: Characteristics and Performance |
| title_fullStr | Hyperbolic and Trigonometric Generators of Archimedean Copulas: Characteristics and Performance |
| title_full_unstemmed | Hyperbolic and Trigonometric Generators of Archimedean Copulas: Characteristics and Performance |
| title_short | Hyperbolic and Trigonometric Generators of Archimedean Copulas: Characteristics and Performance |
| title_sort | hyperbolic and trigonometric generators of archimedean copulas characteristics and performance |
| topic | archimedean copula generator function kendall's tau spearman rho stochastic frontier analysis |
| url | https://scma.maragheh.ac.ir/article_715812_d84d1e07cab7bf85c0353f12b7a10ff3.pdf |
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