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Dergiler / Afyon Kocatepe Üniversitesi Fen ve Mühendislik Bilimleri Dergisi / 2026 / Cilt: 16 Sayı: 2

Comparison of Some Selection Criteria for Selecting Bivariate Archimedean Copulas

Çiğdem Topçu Gülöksüz
Sayfa
250–255
Yayın Tarihi
2016-04-30
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Commonly, while selecting an appropriate bivariate Archimedean copula function that models

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Amaç & Hipotez:Commonly, while selecting an appropriate bivariate Archimedean copula function that models
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Temel Bulgular & Veri:Commonly, while selecting an appropriate bivariate Archimedean copula function that models
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Sonuç & Katkı:Commonly, while selecting an appropriate bivariate Archimedean copula function that models
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Copula · Dependency · Archimedean Copula

Özet

Commonly, while selecting an appropriate bivariate Archimedean copula function that models

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Bu Makaleye Atıf Yap

Gülöksüz, Ç. T. (2016). Comparison of Some Selection Criteria for Selecting Bivariate Archimedean Copulas. Afyon Kocatepe Üniversitesi Fen ve Mühendislik Bilimleri Dergisi, Cilt: 16 Sayı: 2, 250–255. https://ajindex.com/articles/1355147

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Kaynakça (20)

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  9. Genest, C., and Rivest, L.P., 1993. Statistical inference procedures for bivariate archimedean copulas. Journal of the American Statistical Association Theory and Methods,88, No: 423
  10. Genest, C., Rémillard, B. and Beaudoin, D., 2009. goodness‐of‐fit tests for copulas: A review and apower study. Insurance: Mathematics and Economics, 44,199‐213.
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  14. Joe, H., 1997. Multivariate Models and Dependence Concepts. Chapman & Hall Ltd. Nelsen, R., 2006. An Introduction to Copulas. Springer, NewYork.
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  16. Sklar, A., 1959. Fonctions de repartition a n dimensions et leurs marges., Publications del'Institut de Statistique de l’Universite de Paris,8, 229‐231.Sklar, A., 1973. Random variables, joint distribution functions and copulas. Kybernetika, 9,449–460.
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  19. Frees, W.E. and Valdez, A.E., 1997. Understanding relationships using copulas. 32nd. Actuarial Research Conference, 6‐8 August at University of Calgary, Albert,Canada.
  20. Genest, C., and Rivest, L.P., 1993. Statistical inference procedures for bivariate archimedean copulas. Journal of the American Statistical Association Theory and Methods,88, No: 423