Title : ( Archimedean Copulas in Presence of Outliers )
Authors: BibiMaryam Taheri , Hadi Jabbari Nooghabi , Mohammad Amini ,
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Abstract
Archimedean copulas are very popular among the other copulas. As anyone knows, this family of copulas includes different copulas as its special cases and because of their generators function they are used easily, Any bivariate function can be defined and identified in various ways, and one of the most famous ways is using copulas. Archimedean copulas in presence of outliers are introduced in this paper, and as a special case, Clayton copula is considered. Some dependence parameters and their estimators are examined in presence of outliers
Keywords
, Archimedean copulas, Bivariate copula, Clayton copula, Outlier, Uniform distribution
@inproceedings{paperid:1086033,
author = {Taheri, BibiMaryam and Jabbari Nooghabi, Hadi and Amini, Mohammad},
title = {Archimedean Copulas in Presence of Outliers},
booktitle = {6the Seminar on Copula theory and its applications},
year = {2021},
location = {تهران, IRAN},
keywords = {Archimedean copulas; Bivariate copula; Clayton copula; Outlier; Uniform distribution},
}
%0 Conference Proceedings
%T Archimedean Copulas in Presence of Outliers
%A Taheri, BibiMaryam
%A Jabbari Nooghabi, Hadi
%A Amini, Mohammad
%J 6the Seminar on Copula theory and its applications
%D 2021
