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Pranesh Kumar (2018)
Copula Functions and Applications in EngineeringAsset Analytics
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Understanding AIC and BIC in Model Selection
Copulas are multivariate distribution functions which their margins are distributed uniformly. Therefore, copulas are pretty useful for modeling several types of data. As they allow different dependence patterns. A numerous number of new classes of copulas have been suggested in the literature. Each granted different characteristics that make it compatible with certain type of data. In this paper, we introduce a new family of Archimedean copulas. The multiplicative Archimedean generator of this copula is the inverse of the probability generating function of a truncated-Poisson distribution. The properties of this copula are studied in detail. Three applications are provided for the sake of comparison between this copula and well-known ones.
Bulletin of the Malaysian Mathematical Sciences Society – Springer Journals
Published: Sep 1, 2022
Keywords: Copula; Archimedean generator; Archimedean copula; Truncated-Poisson Copula; Probability generating function; 62H05; 62E10; 60E05; 60E15
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