SIMULATION STUDY ON COPULAS
Publish Year: 1393
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_SCMA-1-2_006
تاریخ نمایه سازی: 22 فروردین 1395
Abstract:
There are several theorical results about order statistics and copulas in the literature that have been mentioned also by Nelsen [11]. The present study after reviewing some of these results, relies on simulation technique to investigate the mentioned results about order statistics and copulas. The study concentrates on twowell known Archimedean Gumbel and Frank families in the case that marginal functions F(k) and G(k) have di erent distributions