• 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
  • Pages
    12
  • From page
    147
  • To page
    158
  • 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
  • Serial Year
    2012
  • Journal title
    Journal of Statistical Research of Iran
  • Record number

    1154808