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A new family of archimedean copula via trigonometric generator function

MakaleAçık ErişimScopus SJRQ3

Özet

In this paper, new type of Archimedean copula based on cotangent generator function, and dependence characteristics are investigated. Also, the estimation procedure of the dependence parameter is given. A Monte Carlo study is performed to measure the performance of estimators. To demonstrate the goodness of fit performance of the new family, a real data analysis is performed.

Anahtar Kelimeler

Archimedean copulaKendall's tauParameter estimationTail dependence
RDL Kalıcı Bağlantı (PID)
https://rdlopen.rawdatalibrary.net/r/munzur/3270Resmi atıflarda kullanılan kalıcı adres
DOI
https://doi.org/10.35378/gujs.635032Yayıncı resmi DOI adresi
İndeks kayıtları
ScopusScopusWeb of ScienceWeb of ScienceTR DizinTR Dizin'de ara
Kaydın indeks veri tabanlarındaki sayfası (aktarımda alınan kayıt numarasıyla). Erişim, indeksin kendi koşullarına bağlıdır.
Atıflar
Scopus
13
WoS
10
OpenAlex
11
TR Dizin
1
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Tam Kayıt
AlanDeğerDil
dc.contributor.authorSusam, Selim Orhun
dc.date.accessioned2026-10-28T14:56:24.974429401Z
dc.date.available2026-10-28T14:56:24.974429401Z
dc.date.issued2020
dc.description.abstractIn this paper, new type of Archimedean copula based on cotangent generator function, and dependence characteristics are investigated. Also, the estimation procedure of the dependence parameter is given. A Monte Carlo study is performed to measure the performance of estimators. To demonstrate the goodness of fit performance of the new family, a real data analysis is performed.
dc.identifier.doi10.35378/gujs.635032
dc.identifier.eissn2147-1762
dc.identifier.endpage813
dc.identifier.issn2147-1762
dc.identifier.issue3
dc.identifier.scopus2-s2.0-85090095574
dc.identifier.startpage806
dc.identifier.urihttps://rdlopen.rawdatalibrary.net/r/munzur/3270
dc.identifier.volume33
dc.identifier.wosWOS:000597098300017
dc.language.isoen
dc.publisherGazi Universitesi
dc.relation.ispartofGazi University Journal of Science
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectArchimedean copula
dc.subjectKendall's tau
dc.subjectParameter estimation
dc.subjectTail dependence
dc.subject.classificationMultidisciplinary Sciences
dc.subject.classificationScience & Technology - Other Topics
dc.subject.otherDistribution functions
dc.subject.otherArchimedean copula
dc.subject.otherEstimation procedures
dc.subject.otherGenerator function
dc.subject.otherGoodness of fit
dc.subject.otherKendall taus
dc.subject.otherParameters estimation
dc.subject.otherPerformance
dc.subject.otherReal data analysis
dc.subject.otherTail dependence
dc.subject.otherParameter estimation
dc.titleA new family of archimedean copula via trigonometric generator function
dc.typeArticle
rdl.citation.openalex11
rdl.citation.scopus13
rdl.citation.trdizin1
rdl.citation.wos10
rdl.oa.statusgold
rdl.oa.urlhttps://dergipark.org.tr/en/download/article-file/1148922
rdl.scopus.quartileQ3
rdl.source.indexSCOPUS
rdl.source.indexWOS
rdl.source.indexTRDIZIN
rdl.wos.indexEmerging Sources Citation Index (ESCI)