A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function
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Bibliographic record
Abstract
We introduce and discuss a general method for constructing bivariate Archimedean copula families. The central item in our method is the function (t ∈ [0, 1]), where ϕ is the generator of the Archimedean copula. The construction of new copulas by means of λ has several advantages. The most important one is the straightforward relationship between the λ function and Kendall's τ and the coefficients of upper and lower tail dependence λ L and λ U , as defined in Joe (1997 Joe , H. ( 1997 ). Multivariate Models and Dependence Concepts . London : Chapman and Hall .[Crossref] , [Google Scholar]), which makes it possible to use these quantities as copula parameters and to control them independently of each other. Furthermore, the λ-method allows to construct multi-parameter families in a clear and organized way. The methodology is explained and illustrated by two- and three-parameter copula families.
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Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.009 | 0.002 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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