An Archimedean Copula Family with Hyperbolic Cotangent Generator


Najjari V., Bacigal T., BAL H.

INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS, cilt.22, sa.5, ss.761-768, 2014 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 22 Konu: 5
  • Basım Tarihi: 2014
  • Doi Numarası: 10.1142/s0218488514500391
  • Dergi Adı: INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS
  • Sayfa Sayıları: ss.761-768

Özet

Hyperbolic cotangent function is proposed as a generator of new Archimedean copula family and several properties are revealed. To show performance in real data analysis, application to modeling dependence between monthly temperature extremes as well as between flood peak and volume is given.