An Application of Archimedean Copulas for Meteorological Data

Year 2012, Volume: 25 Issue: 2, 417 - 424, 16.04.2012

Vadoud Najjarı Mehmet Guray Unsal

Abstract

This paper suggests a goodness-of-fit test for monthly lowest and highest air temperature records from years 1951 to 2005 in Tehran -Iran(648 data),  based on the classical chi-square statistic. After remembering some notes about Archimedean Copulas, we will see (for this data), which families of Copulas are suitable. Then we characterize interval of suitable theta, and also figure out the best theta

Keywords

Archimedean Copulas , Goodness-of-fit test , Meteorological data

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