• Title of article

    Simulation study on copulas

  • Author/Authors

    شاهين تكين، سينم طوبي نويسنده گروه آمار دانشکده علوم دانشگاه قاضي Sahin Tekin, Sinem Tugba , نجاري، ودود نويسنده , , حسن اركجو، ح. نويسنده گروه آمار دانشکده علوم دانشگاه قاضي Hasan Orkcü, H.

  • Issue Information
    دوفصلنامه با شماره پیاپی 0 سال 2014
  • Pages
    9
  • From page
    55
  • To page
    63
  • Abstract
    There are several theorical results about order statistics and copulas in the literature that have been mentioned also by Nelsen*. The present study after reviewing some of these results, relies on simulation technique to investigate the mentioned results about order statistics and copulas. The study concentrates on two well known Archimedean Gumbel and Frank families in the case that marginal functions F(k) and G(k) have different distributions. * R. B. Nelsen, An Introduction to copulas
  • Journal title
    Sahand Communications in Mathematical Analysis
  • Journal title
    Sahand Communications in Mathematical Analysis
  • Record number

    1990976