Dergiler / Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics / 2007 / Cilt: 56 - Sayı: 1

SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA

Sayfa
41–54
Yayın Tarihi
2007-02-01
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

In this paper, we de…ne and study twoof such functions, symmetry and complement functions

📌 3 Maddede Bu Makale

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Amaç & Hipotez:Given a copula we target another copula and attempt to link themby using various two place functions.
📊
Temel Bulgular & Veri:Given a copula we target another copula and attempt to link themby using various two place functions.
💡
Sonuç & Katkı:In this paper, we de…ne and study twoof such functions, symmetry and complement functions
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Copula · symmetry · complement function

Abstract

Given a copula we target another copula and attempt to link themby using various two place functions. In this paper, we de…ne and study twoof such functions, symmetry and complement functions

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Bu Makaleye Atıf Yap

ENGİN, A. S., ÇELEBİOĞLU, S., KIM, J. (2007). SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, Cilt: 56 - Sayı: 1, 41–54. https://ajindex.com/articles/747504

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Kaynakça (11)

  1. Amblard, C., Girard, S. (2005), Symmetry and dependence properties within a semiparametric family of bivariate copulas, Nonparametric Statistics, 14(6), 715-727.
  2. Bairamov, I., Kotz, S. (2002), Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions, Metrika, 56, 55-72.
  3. Esary, J.D., Proschan, F. (1972), Relationships among some concepts of bivariate dependence, Ann. Math. Statist., 43, 651-655.
  4. Lai, C.D., Xie, M. (2000), Anew family of positive quadrant dependent bivariate distributions, Statist. Probab. Lett., 46, 359-364.
  5. Lehmann, E.L. (1966),
  6. Some concepts of dependence, Ann. Math. Statist., 37, 1137-1153.
  7. Nelsen, R.B. (1998), Concordance and Gini’s measure of association, Nonparametric Statistics, 9, 227-238.
  8. Nelsen, R.B. (1999),
  9. An Introduction of Copulas, Springer, New York. Rodriguez-Lallena, J.A, Ubeda-Flores, M. (2004),
  10. Anew class of bivariate copulas, Statist. Probab. Lett., 66, 315-325.
  11. Sungur, E.A. (2005), Some observations on copula regression functions, Commun. Stat. Theor. Methods, 34, 1967-1978. Current address:Division of Science and Mathematics, University of Minnesota-Morris