Title of article
Simulation study on copulas
Author/Authors
Tekin ، Sinem Tuğba Şahin - Gazi University , Najjari ، Vadoud - Gazi University , Örkcü ، H. Hasan - Gazi University
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 [11]. 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.
Keywords
Copulas , Order statistics , Generating random variables , Goodness of fit test
Journal title
Sahand Communications in Mathematical Analysis
Serial Year
2014
Journal title
Sahand Communications in Mathematical Analysis
Record number
2454760
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