Distribution Function, Probability Generating Function and Archimedean Generator
Alzaid, W Alhadlaq andA . 2020
Archimedean copulas form a very wide subclass of symmetric copulas. Most of the popular copulas are members of the Archimedean copulas. These copulas are obtained using real functions known as Archimedean generators. In this paper, we observe that under certain conditions the cumulative distribution functions on (0, 1) and probability generating functions can be used as Archimedean generators. It is shown that most of the well-known Archimedean copulas can be generated using such distributions. Further, we introduced new Archimedean copulas.
Publication Work Type
بحث
Volume Number
12
Magazine \ Newspaper
Symmetry
Pages
2018
more of publication
Archimedean copulas form a very wide subclass of symmetric copulas. Most of the popular copulas are members of the Archimedean copulas. These copulas are obtained using real functions known as…
2020