Title of article
Copula-based measurement error models
Author/Authors
Sheikhi, A. Department of Statistics - Faculty of Mathematics and Computer - Shahid Bahonar University, Kerman, Iran , Mesiar, R. Department of Mathematics and Descriptive Geometry - Faculty of Civil Engineering, STU Bratislava, Slovakia
Pages
10
From page
29
To page
38
Abstract
In this work, we study the joint distribution function as well as the copula of (X-Z,Y) where the random vector (X, Y, Z) is characterized by a copula C_{X,Y,Z}. We use this copula to analyze a measurement error model. Some theoretical results, several examples as well as a simulation study are proposed for illustration.
Keywords
Copula , noise , perturbation of copula , random vector , measurement error
Journal title
Iranian Journal of Fuzzy Systems (IJFS)
Serial Year
2020
Record number
2526663
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