Merhaba Misafir

A comparison of copula families on dependence structure of extreme order statistics

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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.

Yayınlandığı Kaynak : Politeknik Dergisi
  • Yıl : 2019
  • DOI : 10.2339/politeknik.421978
  • Cilt : 22
  • ISSN : 1302-0900
  • Sayı : 4
  • Sayfa Aralığı : 855-862
  • IO Kayıt No : 104113
  • Yayıncı : Gazi Üniversitesi Teknoloji Fakültesi