Selecting the suitable Copula function when only values of distribution functions are avaliable
| dc.contributor.author | Topçu, Çiğdem | |
| dc.contributor.author | Arslan, Fahrettin | |
| dc.date.accessioned | 2018-05-16T11:03:25Z | |
| dc.date.available | 2018-05-16T11:03:25Z | |
| dc.date.issued | 2012 | |
| dc.description | URL: http://sjam.selcuk.edu.tr/sjam/article/view/96 | en_US |
| dc.description.abstract | 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. | en_US |
| dc.identifier.citation | 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. | en_US |
| dc.identifier.endpage | 41 | |
| dc.identifier.issn | 1302-7980 | en_US |
| dc.identifier.startpage | 35 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12395/10685 | |
| dc.identifier.volume | 13 | |
| dc.language.iso | en | en_US |
| dc.publisher | Selcuk University Research Center of Applied Mathematics | en_US |
| dc.relation.ispartof | Selcuk Journal of Applied Mathematics | en_US |
| dc.relation.publicationcategory | Makale - Kategori Belirlenecek | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.selcuk | 20240510_oaig | en_US |
| dc.subject | Copula function | en_US |
| dc.subject | Copula fonksiyonu | en_US |
| dc.subject | Dependency | en_US |
| dc.subject | Bağımlılık | en_US |
| dc.subject | Kendall s Tau | en_US |
| dc.title | Selecting the suitable Copula function when only values of distribution functions are avaliable | en_US |
| dc.type | Article | en_US |
