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A Comparison of Copula Families on Dependence Structure of Extreme Order Statistics
2019
Journal:  
Politeknik Dergisi
Author:  
DOI:  
10.2339/politeknik.421978
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.

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2019
Journal:  
Politeknik Dergisi
Author:  
DOI:  
10.2339/politeknik.421978
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Politeknik Dergisi

Field :   Mühendislik

Journal Type :   Uluslararası

Metrics
Article : 1.729
Cite : 5.106
2023 Impact : 0.223
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Politeknik Dergisi