• Author/Authors

    Gülöksüz, Çiğdem Topçu Bartın Üniversitesi - Fen Fakültesi - İstatistik Bölümü, Turkey

  • Title Of Article

    Comparison of Some Selection Criteria for Selecting Bivariate Archimedean Copulas

  • شماره ركورد
    27787
  • Abstract
    Commonly, while selecting an appropriate bivariate Archimedean copula function that models data, Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC), and minimum distance (MD) are used as a selection criterion. In this study, the performances of these criteria for selecting copula function are investigated by some simulation studies.
  • From Page
    250
  • NaturalLanguageKeyword
    Copula , Dependency , Archimedean Copula , Selection Criteria
  • JournalTitle
    Afyon Kocatepe University Journal Of Science an‎d Engineering
  • To Page
    255
  • JournalTitle
    Afyon Kocatepe University Journal Of Science an‎d Engineering
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=44&DC=27787