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Dergiler / Politeknik Dergisi / 2019 / Cilt: 22 Sayı: 4

A Comparison of Copula Families on Dependence Structure of Extreme Order Statistics

Ferhan Baş Kaman0000-0002-1879-9215
Hülya Olmuş0000-0002-8983-708X
Sayfa
855–862
Yayın Tarihi
2019-12-01
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

To find the most suitable copula family, some model selection criteries are used and important inferences are obtained.

📌 3 Maddede Bu Makale

🎯
Amaç & Hipotez:Order statistics have an important place in probability theory and statistical inference, especially reliability analysis.
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Temel Bulgular & Veri:It is aimed to compare the dependency structure with some copula families of min-max copula for the extreme order statistics in this study.
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Sonuç & Katkı:To find the most suitable copula family, some model selection criteries are used and important inferences are obtained.
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Dependent structure · order statistics · copula

Özet

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.

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.

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Bu Makaleye Atıf Yap

Kaman, F. B., Olmuş, H. (2019). A Comparison of Copula Families on Dependence Structure of Extreme Order Statistics. Politeknik Dergisi, Cilt: 22 Sayı: 4, 855–862. https://doi.org/10.2339/politeknik.421978

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Kaynakça (16)

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