Title of article :
Selecting the Suitable Copula Function When Only Values of Distribution Functions are Avaliable
Author/Authors :
Topçu, Çigdem Ankara Üniversitesi - Faculty of Science - Statistics Department, Turkiye , Arslan, Fahrettin Ankara Üniversitesi - Faculty of Science - Statistics Department, Turkiye
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.
Keywords :
Copula , Archimedean Copula , Kendall s Tau , Dependency
Journal title :
Selcuk Journal of Applied Mathematics
Journal title :
Selcuk Journal of Applied Mathematics
