An Archimedean Copula Family with Hyperbolic Cotangent Generator

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Atıf İçin Kopyala

Najjari V., Bacigal T., BAL H.

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

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 22 Sayı: 5
• Basım Tarihi: 2014
• Doi Numarası: 10.1142/s0218488514500391
• Dergi Adı: INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS
• Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Sayfa Sayıları: ss.761-768
• Gazi Üniversitesi Adresli: Evet

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.