TY  - JOUR
T1  - A Comparison of Copula Families on Dependence Structure of Extreme Order Statistics
TT  - A Comparison of Copula Families on Dependence Structure of Extreme Order Statistics
AU  - Baş Kaman, Ferhan
AU  - Olmuş, Hülya
PY  - 2019
DA  - December
DO  - 10.2339/politeknik.421978
JF  - Politeknik Dergisi
PB  - Gazi Üniversitesi
WT  - DergiPark
SN  - 2147-9429
SP  - 855
EP  - 862
VL  - 22
IS  - 4
LA  - en
AB  - Order statistics have an important place in probability theory andstatistical inference, especially reliability analysis. It is aimed to compare the dependency structure with some copula familiesof min-max copula for the extreme order statistics in this study. Suitabilityof Clayton, Frank, Gumbel from Archimedean copula families, Gaussian,Farlie-Gumbel-Morgenstern and min-maxcopula are examined by simulation study. To find the most suitable copulafamily, some model selection criteries are used and important inferences areobtained.
KW  - Dependent structure
KW  - order statistics
KW  - copula
KW  - simulation
N2  - Order statistics have an important place in probability theory andstatistical inference, especially reliability analysis. It is aimed to compare the dependency structure with some copula familiesof min-max copula for the extreme order statistics in this study. Suitabilityof Clayton, Frank, Gumbel from Archimedean copula families, Gaussian,Farlie-Gumbel-Morgenstern and min-maxcopula are examined by simulation study. To find the most suitable copulafamily, some model selection criteries are used and important inferences areobtained.
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UR  - https://doi.org/10.2339/politeknik.421978
L1  - https://dergipark.org.tr/tr/download/article-file/567282
ER  -