Author/Authors
baş kaman, ferhan yıldırım beyazıt university - şereflikoçhisar faculty of applied science - department of banking and finance, Ankara, Turkey , olmuş, hülya gazi university - faculty of science - department of statistics, Ankara, Turkey
Title Of Article
A Comparison of Copula Families on Dependence Structure of Extreme Order Statistics
شماره ركورد
29592
Abstract
Order statistics have an important place in probability theory and statistical inference, especially reliability analysis. It is aimed to compare the dependency structure with some copula families of min-max copula for the extreme order statistics in this study. Suitability of Clayton, Frank, Gumbel from Archimedean copula families, Gaussian, Farlie-Gumbel-Morgenstern and min-max copula are examined by simulation study. To find the most suitable copula family, some model selection criteries are used and important inferences are obtained.
From Page
855
NaturalLanguageKeyword
Dependent structure , order statistics , copula , simulation
JournalTitle
Journal Of Polytechnic
To Page
862
JournalTitle
Journal Of Polytechnic
Link To Document