Aller directement au contenu principal

Rédiger un PREreview

New Three Different Generators for Constructing New Three Different Bivariate Copulas

Publié
Serveur de preprints
Preprints.org
DOI
10.20944/preprints202504.1456.v1

In this paper, the author introduces new methods to construct Archimedean copulas. The generator of each copula fulfills the sufficient conditions as regards the boundary and being continuous, decreasing, and convex. Each inverse generator also fulfills the necessary conditions as regards the boundary conditions, marginal uniformity, and 2-increasing properties. Although these copulas satisfy these conditions, they have some limitations. They do not cover the entire dependency spectrum, ranging from perfect negative dependency to perfect positive dependency, passing through the independence state. Even the third copula has a fixed constant Kendall tau measure and fixed values for both the joint CDF and PDF copula, but the generator output changes with the changing value of the dependency parameter. For each copula, the author discusses the derivation, the properties, whether it has a singular part or not, and the Kendall tau measure for dependency. The article shows figures for depicting the generator function, joint CDF, and joint PDF for each copula.

Vous pouvez rédiger un PREreview de New Three Different Generators for Constructing New Three Different Bivariate Copulas. Un PREreview est une évaluation d'un preprint et peut varier de quelques phrases à un rapport détaillé, semblable à un rapport d'évaluation par les pairs organisé par une revue.

Avant de commencer

Nous vous demanderons de vous connecter avec votre identifiant ORCID iD. Si vous n'en avez pas, vous pouvez en créer un.

Qu’est-ce qu’un ORCID iD ?

Un ORCID iD est un identifiant unique qui vous distingue de toute personne ayant le même nom ou nom similaire.

Commencer maintenant