CONSTRUCTION OF SOME ARCHIMEDEAN COPULAS

نویسندگان

چکیده

We propose an approach allowing to manage the statistical data. At same time, starting from copulas of Gumbel,of Ali-Michael and Haq., we some Archimedean family that estimate contribute resolution problems related choice maximum or optimal values for a group random variables united within d vectors size n, independent identifically distributed, suitably normalized as n tends infinity. To our knowledge, there exists, in this case, copula Haq, Which goes direction, however, takes into account on one hand dependence parameters marginals other samples including parameter joint distribution function

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ژورنال

عنوان ژورنال: Advances in Mathematics

سال: 2022

ISSN: ['1857-8365', '1857-8438']

DOI: https://doi.org/10.37418/amsj.11.12.7