An Archimedean Copula Family with Hyperbolic Cotangent Generator
2014 ◽
Vol 22
(05)
◽
pp. 761-768
◽
Keyword(s):
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.
2014 ◽
Vol 518
◽
pp. 356-360
2003 ◽
Vol 275
(1-2)
◽
pp. 27-48
◽
Keyword(s):
Keyword(s):
Keyword(s):
2019 ◽
Vol 29
(1)
◽
pp. 282-292
Keyword(s):
Keyword(s):