Hyperbolic and trigonometric generators of archimedean copulas: characteristics and performance

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dc.contributor.authorKazemirad, Amirmasoud
dc.contributor.authorGolshani, Leila
dc.contributor.authorNajjari, Vadood
dc.contributor.authorKokabinezhad, Mohsen
dc.date.accessioned2025-01-16T09:25:34Z
dc.date.available2025-01-16T09:25:34Z
dc.date.issued2025en_US
dc.departmentFakülteler, Tıp Fakültesi, Temel Tıp Bilimleri, Biyoistatistik Ana Bilim Dalıen_US
dc.description.abstractIn this paper, hyperbolic and trigonometric functions, based on cosecant and cotangent as generator function for the family of Archimedean copula, are proposed. For these families, the dependence characteristics are compared. Also, to show the performance of these copulas, we investigate the stochastic frontier model based on them. Then we conclude that the copulas based on hyperbolic and trigonometric cosecant and cotangent are more suitable for modeling dependence structure.en_US
dc.identifier.citationKazemirad, A., Golshani, L., Najjari, V., Kokabinezhad, M.(2024). Hyperbolic and trigonometric generators of archimedean copulas: characteristics and performance. Sahand Communications in Mathematical Analysis, 22(1), 221-231. 10.22130/scma.2024.2037882.1847en_US
dc.identifier.endpage231en_US
dc.identifier.issn2322-5807
dc.identifier.issue1en_US
dc.identifier.scopus2-s2.0-85214017821
dc.identifier.scopusqualityQ3
dc.identifier.startpage221en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12939/5152
dc.identifier.volume22en_US
dc.identifier.wosWOS:001391254300014
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.institutionauthorNajjari, Vadood
dc.language.isoen
dc.publisherUniversity of Maraghehen_US
dc.relation.ispartofSahand Communications in Mathematical Analysis
dc.relation.isversionof10.22130/scma.2024.2037882.1847en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectArchimedean copulaen_US
dc.subjectGenerator functionen_US
dc.subjectKendall’s tauen_US
dc.subjectSpearman rhoen_US
dc.subjectStochastic frontier analysisen_US
dc.titleHyperbolic and trigonometric generators of archimedean copulas: characteristics and performance
dc.typeArticle

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