首页|Archimedean Copulas and Several Methods on Constructing Generators
Archimedean Copulas and Several Methods on Constructing Generators
扫码查看
点击上方二维码区域，可以放大扫码查看
原文链接
NSTL
The main aim of this paper is to propose new methods in constructing generators for Archimedean copulas (AC). After reviewing some construction methods of AC generators, three general methods are proposed to construct new generators. These new methods are based on any convex and decreasing functions on and for these forms several examples are provided.
Archimedean copulasDependenceGeneratorConvex function
Kazemi Rad, A. M.、Golshani, L.、Najjari, V.
展开 >
Department of statistics, Faculty of Science, Islamic Azad University
Department of mathematics, Islamic Azad university
NSTL
