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
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)
