An Archimedean Copula Family with Hyperbolic Cotangent Generator


Najjari V., Bacigal T., BAL H.

INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS, vol.22, no.5, pp.761-768, 2014 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 22 Issue: 5
  • Publication Date: 2014
  • Doi Number: 10.1142/s0218488514500391
  • Title of Journal : INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS
  • Page Numbers: pp.761-768

Abstract

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.