A Comparison of Copula Families on Dependence Structure of Extreme Order Statistics

Home Page
About
Submit A Journal
Submit A Conference
Submit Paper/Book
- Submit a Preprint
- Submit a Book
Contact

Politeknik Dergisi
Volume:22 Issue:4
A Comparison of Copula Families on Dependence Structure of Extreme Order Statistics

A Comparison of Copula Families on Dependence Structure of Extreme Order Statistics

Authors : Ferhan BAŞ KAMAN, Hülya OLMUŞ

Pages : 855-862

Doi:10.2339/politeknik.421978

View : 38 | Download : 15

Publication Date : 2019-12-01

Article Type : Research Paper

Abstract :Order statistics have an important place in probability theory and statistical inference, especially reliability analysis. It is aimed to compare the dependency structure with some copula families of min-max copula for the extreme order statistics in this study. Suitability of Clayton, Frank, Gumbel from Archimedean copula families, Gaussian, Farlie-Gumbel-Morgenstern and min-max copula are examined by simulation study. To find the most suitable copula family, some model selection criteries are used and important inferences are obtained.
Keywords : Dependent structure, order statistics, copula, simulation

ORIGINAL ARTICLE URL

* There may have been changes in the journal, article,conference, book, preprint etc. informations. Therefore, it would be appropriate to follow the information on the official page of the source. The information here is shared for informational purposes. IAD is not responsible for incorrect or missing information.