Document Type : Research Paper
Author
Young Researchers and Elite Club, Maragheh branch, Islamic Azad University, Maragheh, Iran.
Abstract
This study after reviewing construction methods of generators in Archimedean copulas (AC), proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The generated new family is able to model the low dependence structures.
Keywords
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