• 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

  • From page
    35
  • To page
    41
  • 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
  • Record number

    2551996

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=2551996