Selecting the suitable Copula function when only values of distribution functions are avaliable
Yükleniyor...
Tarih
2012
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Selcuk University Research Center of Applied Mathematics
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
Copula functions is widely known tool to model dependence structure amaong multivariate random variables. In this paper, a special class of copula is called Archimedean is considered. Using bivariate Archimedean copula functions, specifying the dependence structure for modelling bivariate distribution is investigated when only the values of distribution functions are avaliable.
Açıklama
URL: http://sjam.selcuk.edu.tr/sjam/article/view/96
Anahtar Kelimeler
Copula function, Copula fonksiyonu, Dependency, Bağımlılık, Kendall s Tau
Kaynak
Selcuk Journal of Applied Mathematics
WoS Q Değeri
Scopus Q Değeri
Cilt
13
Sayı
Künye
Topçu, Ç., Arslan, F. (2012). Selecting the suitable Copula function when only values of distribution functions are avaliable. Selcuk Journal of Applied Mathematics, 13 (2), 35-41.
