Simulation study on copulas
نویسندگان
چکیده مقاله:
There are several theorical results about order statistics and copulas in the literature that have been mentioned also by Nelsen cite{p20}. 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.
منابع مشابه
simulation study on copulas
there are several theorical results about order statistics and copulas in the literature that have been mentioned also by nelsen cite{p20}. 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 tha...
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عنوان ژورنال
دوره 01 شماره 2
صفحات 55- 63
تاریخ انتشار 2014-12-01
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