Simulation study on copulas

Authors

  • H. Hasan Örkcü Gazi University, Faculty of Science, Statistics Department, Ankara, Turkey.
  • Vadoud Najjari Gazi University, Faculty of Science, Statistics Department, Ankara, Turkey.
Abstract:

There are several theorical results about order statistics and copulas in the literature that have  been mentioned also by Nelsen cite{p20}. 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 two well known Archimedean Gumbel and Frank families in the case that marginal functions $F(k)$  and $G(k)$  have different distributions.

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Journal title

volume 01  issue 2

pages  55- 63

publication date 2014-12-01

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