Selçuk Üniversitesi Dijital Arşiv Sistemi

Selecting the suitable Copula function when only values of distribution functions are avaliable

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dc.contributor.author Topçu, Çiğdem
dc.contributor.author Arslan, Fahrettin
dc.date.accessioned 2018-05-16T11:03:25Z
dc.date.available 2018-05-16T11:03:25Z
dc.date.issued 2012
dc.identifier.citation Topçu, Ç., Arslan, F. (2012). Selecting the suitable Copula function when only values of distribution functions are avaliable. Selcuk Journal of Applied Mathematics, 13 (2), 35-41. tr_TR
dc.identifier.issn 1302-7980
dc.identifier.uri http://hdl.handle.net/123456789/10685
dc.description URL: http://sjam.selcuk.edu.tr/sjam/article/view/96 tr_TR
dc.description.abstract Copula functions is widely known tool to model dependence structure amaong multivariate random variables. In this paper, a special class of copula is called Archimedean is considered. Using bivariate Archimedean copula functions, specifying the dependence structure for modelling bivariate distribution is investigated when only the values of distribution functions are avaliable. tr_TR
dc.language.iso en tr_TR
dc.publisher Selcuk University Research Center of Applied Mathematics tr_TR
dc.subject Copula function tr_TR
dc.subject Copula fonksiyonu tr_TR
dc.subject Dependency tr_TR
dc.subject Bağımlılık tr_TR
dc.subject Kendall s Tau tr_TR
dc.title Selecting the suitable Copula function when only values of distribution functions are avaliable tr_TR
dc.type Article tr_TR
dc.relation.journal Selcuk Journal of Applied Mathematics
dc.identifier.volume 13
dc.identifier.startpage 35
dc.identifier.endpage 41


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