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
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