Title of article :
Some Results on a Generalized Archimedean Family of Copulas
Author/Authors :
دولتي، علي نويسنده Dolati, Ali , كرباسيان، مژده نويسنده Karbasian, Mojdeh
Issue Information :
فصلنامه با شماره پیاپی 0 سال 2012
Abstract :
Durante et al. (2007) introduced a class of bivariate copulas depending on two generators which generalizes some known families such as the Archimedean copulas. In this paper we provide some result on properties of this family when the generators are certain univariate survival functions.
Journal title :
Journal of Statistical Research of Iran
Journal title :
Journal of Statistical Research of Iran