EN
TR
COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE
Öz
This paper introduces the concept of copulaas a tool to describe relationships among multivariate random variables. In this study, under the assumption of data can be modelled by one of Archimedean copulas (Gumbel, Frank, Clayton), the dependence structure between two dependent random variables with Weibull marginals is modelled by using copula.
Anahtar Kelimeler
Ayrıntılar
Birincil Dil
Türkçe
Konular
-
Bölüm
-
Yayımlanma Tarihi
1 Mayıs 2012
Gönderilme Tarihi
8 Ağustos 2014
Kabul Tarihi
-
Yayımlandığı Sayı
Yıl 2012 Cilt: 7 Sayı: 4
APA
Gülöksüz, Ç. T., & Arslan, F. (2012). COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE. Physical Sciences, 7(4), 122-128. https://doi.org/10.12739/10.12739
AMA
1.Gülöksüz Ç T, Arslan F. COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE. Physical Sciences. 2012;7(4):122-128. doi:10.12739/10.12739
Chicago
Gülöksüz, Çiğdem TOPÇU, ve Fahrettin Arslan. 2012. “COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE”. Physical Sciences 7 (4): 122-28. https://doi.org/10.12739/10.12739.
EndNote
Gülöksüz Ç T, Arslan F (01 Mayıs 2012) COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE. Physical Sciences 7 4 122–128.
IEEE
[1]Ç. T. Gülöksüz ve F. Arslan, “COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE”, Physical Sciences, c. 7, sy 4, ss. 122–128, May. 2012, doi: 10.12739/10.12739.
ISNAD
Gülöksüz, Çiğdem TOPÇU - Arslan, Fahrettin. “COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE”. Physical Sciences 7/4 (01 Mayıs 2012): 122-128. https://doi.org/10.12739/10.12739.
JAMA
1.Gülöksüz Ç T, Arslan F. COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE. Physical Sciences. 2012;7:122–128.
MLA
Gülöksüz, Çiğdem TOPÇU, ve Fahrettin Arslan. “COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE”. Physical Sciences, c. 7, sy 4, Mayıs 2012, ss. 122-8, doi:10.12739/10.12739.
Vancouver
1.Çiğdem TOPÇU Gülöksüz, Fahrettin Arslan. COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE. Physical Sciences. 01 Mayıs 2012;7(4):122-8. doi:10.12739/10.12739