Title of article :
Copula-based Berkson measurement error models
Author/Authors :
Ziaei ، A. R. Department of Statistics - Islamic Azad University, Marvdasht Branch , Zare ، K. Department of Statistics - Islamic Azad University, Marvdasht Branch , Sheikhi ، A. Department of Statistics - Faculty of Mathematics and Computer - Shahid Bahonar University
Abstract :
In this work, we consider the joint distribution function as well as the copula of (X + Z, Y ) where the random vector (X, Y, Z) is characterized by a copula CX,Y,Z . We use this copula to analyze a Berkson measurement error model. By presenting a general form of a Berkson measurement error model with copula-dependent random variables, we investigate some of its special cases. Some theoretical results, several examples as well as a simulation study, are proposed for illustration.
Keywords :
Copula , noise , perturbation of copula , Measurement Error
Journal title :
Iranian Journal of Fuzzy Systems (IJFS)
Journal title :
Iranian Journal of Fuzzy Systems (IJFS)
