SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA

A. Sungur Engin; Salih Çelebioğlu; Jong-min Kım

doi:10.1501/Commua1_0000000193

Year 2007, , 41 - 54, 01.02.2007

A. Sungur Engin Salih Çelebioğlu Jong-min Kım

https://doi.org/10.1501/Commua1_0000000193

Abstract

References

Amblard, C., Girard, S. (2005), Symmetry and dependence properties within a semiparametric family of bivariate copulas, Nonparametric Statistics, 14(6), 715-727.
Bairamov, I., Kotz, S. (2002), Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions, Metrika, 56, 55-72.
Esary, J.D., Proschan, F. (1972), Relationships among some concepts of bivariate dependence, Ann. Math. Statist., 43, 651-655.
Lai, C.D., Xie, M. (2000), Anew family of positive quadrant dependent bivariate distributions, Statist. Probab. Lett., 46, 359-364.
Lehmann, E.L. (1966), Some concepts of dependence, Ann. Math. Statist., 37, 1137-1153.
Nelsen, R.B. (1998), Concordance and Gini’s measure of association, Nonparametric Statistics, 9, 227-238.
Nelsen, R.B. (1999), An Introduction of Copulas, Springer, New York.
Rodriguez-Lallena, J.A, Ubeda-Flores, M. (2004), Anew class of bivariate copulas, Statist. Probab. Lett., 66, 315-325.
Sungur, E.A. (2005), Some observations on copula regression functions, Commun. Stat. Theor. Methods, 34, 1967-1978. Current address :Division of Science and Mathematics, University of Minnesota-Morris

SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA

Year 2007, , 41 - 54, 01.02.2007

A. Sungur Engin Salih Çelebioğlu Jong-min Kım

https://doi.org/10.1501/Commua1_0000000193

Abstract

Given a copula we target another copula and attempt to link themby using various two place functions. In this paper, we de…ne and study twoof such functions, symmetry and complement functions

Keywords

Copula, symmetry, complement function, copula regression function, dependence modelling

References

Amblard, C., Girard, S. (2005), Symmetry and dependence properties within a semiparametric family of bivariate copulas, Nonparametric Statistics, 14(6), 715-727.
Bairamov, I., Kotz, S. (2002), Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions, Metrika, 56, 55-72.
Esary, J.D., Proschan, F. (1972), Relationships among some concepts of bivariate dependence, Ann. Math. Statist., 43, 651-655.
Lai, C.D., Xie, M. (2000), Anew family of positive quadrant dependent bivariate distributions, Statist. Probab. Lett., 46, 359-364.
Lehmann, E.L. (1966), Some concepts of dependence, Ann. Math. Statist., 37, 1137-1153.
Nelsen, R.B. (1998), Concordance and Gini’s measure of association, Nonparametric Statistics, 9, 227-238.
Nelsen, R.B. (1999), An Introduction of Copulas, Springer, New York.
Rodriguez-Lallena, J.A, Ubeda-Flores, M. (2004), Anew class of bivariate copulas, Statist. Probab. Lett., 66, 315-325.
Sungur, E.A. (2005), Some observations on copula regression functions, Commun. Stat. Theor. Methods, 34, 1967-1978. Current address :Division of Science and Mathematics, University of Minnesota-Morris

There are 9 citations in total.

Details

Primary Language	English
Journal Section	Research Articles
Authors	A. Sungur Engin This is me Salih Çelebioğlu This is me Jong-min Kım This is me
Publication Date	February 1, 2007
Published in Issue	Year 2007

Cite

APA	Sungur Engin, A., Çelebioğlu, S., & Kım, J.-m. (2007). SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, 56(1), 41-54. https://doi.org/10.1501/Commua1_0000000193
AMA	Sungur Engin A, Çelebioğlu S, Kım Jm. SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. February 2007;56(1):41-54. doi:10.1501/Commua1_0000000193
Chicago	Sungur Engin, A., Salih Çelebioğlu, and Jong-min Kım. “SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 56, no. 1 (February 2007): 41-54. https://doi.org/10.1501/Commua1_0000000193.
EndNote	Sungur Engin A, Çelebioğlu S, Kım J-m (February 1, 2007) SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 56 1 41–54.
IEEE	A. Sungur Engin, S. Çelebioğlu, and J.-m. Kım, “SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA”, Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat., vol. 56, no. 1, pp. 41–54, 2007, doi: 10.1501/Commua1_0000000193.
ISNAD	Sungur Engin, A. et al. “SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 56/1 (February 2007), 41-54. https://doi.org/10.1501/Commua1_0000000193.
JAMA	Sungur Engin A, Çelebioğlu S, Kım J-m. SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. 2007;56:41–54.
MLA	Sungur Engin, A. et al. “SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, vol. 56, no. 1, 2007, pp. 41-54, doi:10.1501/Commua1_0000000193.
Vancouver	Sungur Engin A, Çelebioğlu S, Kım J-m. SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. 2007;56(1):41-54.