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simulation study on copulas
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نویسنده
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tekin sinem tuğba şahin ,najjari vadoud ,örkcü h. hasan
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منبع
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sahand communications in mathematical analysis - 2014 - دوره : 1 - شماره : 2 - صفحه:55 -63
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چکیده
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There are several theorical results about order statistics and copulas in the literature that have been mentioned also by nelsen [11]. the present study after reviewing some of these results, relies on simulation technique to investigate the mentioned results about order statistics and copulas. the study concentrates on two well known archimedean gumbel and frank families in the case that marginal functions f(k) and g(k) have different distributions.
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کلیدواژه
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copulas ,order statistics ,generating random variables ,goodness of fit test
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آدرس
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gazi university, faculty of science, statistics department, turkey, gazi university, faculty of science, statistics department, turkey, gazi university, faculty of science, statistics department, turkey
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پست الکترونیکی
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hhorkcu@gazi.edu.tr
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Authors
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