Archimedean Copulas Family via Hyperbolic Generator

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. 1. INTRODUCTION

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