Archimedean Copula Estimation Parameter with Kendall Distribution Function
Journal Title: Cumhuriyet Science journal - Year 2017, Vol 38, Issue 4
Abstract
In the literature, up to now, it is common that for Gumbel, Clayton and Frank calculated Kendall Distribution function and to the extent those applications have been made. In this paper, we made Kendall Distribution function calculation for Ali Mikhail Haq and Joe and in relation that simulation study. We generated dependent gamma distribution. For dependency between these variables we used Archimedean copula. In connection with this, we define basic properties of copulas and their nonparametric method. In this study, to explain the relationship between the variables, five Archimedean copula families were used; Gumbel, Clayton, Frank Joe and Ali Mikhail Haq. We obtained nonparametric estimation of these copula families parameters and the suitable Archimedean copula family for this data set.
Authors and Affiliations
Ayşe METIN KARAKAS, Murat KARAKAS, Mine DOGAN
Keywords
Related Articles
- EP ID EP488463
- DOI 10.17776/csj.348292
- Views 82
- Downloads 0
Coupled-Channel Analyses on 〖Ti〗^(46,48,50)+〖Sn〗^124 Heav-ion Fusion Reactions
Heavy-ion fusion near the Coulomb barrier attract experimental and theoretical interest. The collisons are typically characterized by the presence of many open reaction channels. In the energies around the Coulomb barrie...
Design of Reversed-Phase Chromatography Column Packing Material for Protein Separation: Part 2- Chromatographic Performance
In the second part of the two-part study, monodisperse and porous poly(vinyl acetate-co-divinylbenzene) [poly(VAc-co-DVB)] and poly(divinylbenzene) [poly(DVB)] column packing materials synthesized in the first part of th...
Usage of BV Seeds as an Alternative Pre-crystallization Technique in Production of Synbiotic Sugar-free Dark Chocolate: Effect of Quality Characteristics
Pre-crystallization process in chocolate production requires high investment cost and it is employed with multistage thermal processes. Improper tempering process results in fat bloom main quality defect of the chocolate...
The First Principles Approach to The Structural, Elastic, Electronic, Vibrational and Thermal Properties of CsCl type-ErAu Alloy
Lanthanide-gold binary alloys are very attracting attention in applications of electrical measuring technology based on resistance. Such materials are considered suitable for electrical circuits due to the large temperat...
Colour Removal with Adsorption Process Using Pomace
Olive and olive oil are important agricultural products produced especially in Mediterranean countries. Olive tree is grown in Aegean, Marmara, Mediterranean and Southeastern Anatolia regions in Turkey. Some production w...