We present a graphical tool that was primarily proposed by Michiels et al. [18] and later modified by Durante et al. [4]. We also improve this method to select the better fit of the given data among some extreme value copulas based on the Pickands dependence function. We conduct a Monte Carlo simulation study to investigate its performance. Also, the graphical method is illustrated by a real data example.
Birincil Dil | İngilizce |
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Konular | Matematik |
Bölüm | Araştırma Makalesi |
Yazarlar | |
Yayımlanma Tarihi | 31 Aralık 2022 |
Kabul Tarihi | 16 Eylül 2021 |
Yayımlandığı Sayı | Yıl 2022 Cilt: 14 Sayı: 2 |