An Application of Archimedean Copulas for Meteorological Data

Year 2012, Volume: 25 Issue: 2, 417 - 424, 17.04.2012

Vadoud Najjarı Mehmet Unsal

Abstract

In this study, we show an application of Archimedean copulas for meteorological data, which may be of interest in its own right. Hence we take monthly lowest and highest air temperature records from 1951 to 2005 in Tehran, and then we investigate a suitable family of Archimedean copulas to fit this data. Then we characterize the interval of suitable, and also the best copula parameter. Moreover, basic properties of Archimedean copulas will be presented.

Keywords

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

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