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An Archimedean Copula Family with Hyperbolic Cotangent Generator

    https://doi.org/10.1142/S0218488514500391Cited by:7 (Source: Crossref)
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    Abstract

    Hyperbolic cotangent function is proposed as a generator of new Archimedean copula family and several properties are revealed. To show performance in real data analysis, application to modeling dependence between monthly temperature extremes as well as between flood peak and volume is given.