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
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