Kazemi Rad A.M., Golshani L., Najjari V., "Archimedean Copulas and Several Methods on Constructing Generators," WSEAS Transactions on Systems, vol. 20, pp. 228-231, 2021, DOI:10.37394/23202.2021.20.25
Kazemi Rad A.M., Golshani L., Najjari V.. Archimedean Copulas and Several Methods on Constructing Generators.
WSEAS Transactions on Systems. 2021;20:228-231. 10.37394/23202.2021.20.25
WSEAS Transactions on Systems
Print ISSN: 1109-2777, E-ISSN: 2224-2678
Volume 20, 2021
Archimedean Copulas and Several Methods on Constructing Generators
Authors: , ,
Abstract: 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 [0; 1] and for these forms several examples are provided.
Pages: 228-231 WSEAS Transactions on Systems, ISSN / E-ISSN: 1109-2777 / 2224-2678, Volume 20, 2021, Art. #25 DOI: 10.37394/23202.2021.20.25
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