Title of article :
An Application of Archimedean Copulas for Meteorological Data
Author/Authors :
NAJJARI, Vadoud islamic azad university, ايران , ÜNSAL, Mehmet Güray Gazi Üniversitesi - Department of Statistics, Turkey
Abstract :
In this study, we show an application of Archimedean copulas for meteorological data, which may be of interest in its own right. Hence we take monthly lowest and highest air temperature records from 1951 to 2005 in Tehran, and then we investigate a suitable family of Archimedean copulas to fit this data. Then we characterize the interval of suitable, and also the best copula parameter. Moreover, basic properties of Archimedean copulas will be presented.
Keywords :
Archimedean copulas , Goodness of fit test , Meteorological data
Journal title :
Gazi University Journal Of Science
Journal title :
Gazi University Journal Of Science
