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  • Gazi University Journal of Science
  • Volume:25 Issue:2
  • An Application of Archimedean Copulas for Meteorological Data

An Application of Archimedean Copulas for Meteorological Data

Authors : Vadoud NAJJARI, Mehmet Guray UNSAL
Pages : 417-424
View : 15 | Download : 12
Publication Date : 2012-04-16
Article Type : Research Paper
Abstract :This paper suggests a goodness-of-fit test for monthly lowest and highest air temperature records from years 1951 to 2005 in Tehran -Iraninsert ignore into journalissuearticles values(648 data);,  based on the classical chi-square statistic. After remembering some notes about Archimedean Copulas, we will see insert ignore into journalissuearticles values(for this data);, which families of Copulas are suitable. Then we characterize interval of suitable theta, and also figure out the best theta
Keywords : Archimedean Copulas, Goodness of fit test, Meteorological data

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