Copula-based measurement error models

Publish Year: 1399
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:

JR_IJFS-17-6_004

تاریخ نمایه سازی: 30 خرداد 1400

Abstract:

In this work, we study the joint distribution function as well as the copula of (X-Z,Y) where the random vector (X, Y, Z)  is characterized by a copula C_{X,Y,Z}. We use this copula to analyze a measurement error model. Some theoretical results, several examples as well as a simulation study are proposed for illustration.

Authors

A. Sheikhi

Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University, Kerman, Iran

R. Mesiar

Department of Mathematics and Descriptive Geometry, Faculty of Civil Engineering, STU Bratislava, Slovakia