| Autor: |
Kaman, Ferhan Baş, Olmuş, Hülya |
| Zdroj: |
Journal of Statistical Theory and Applications; June 2021, Vol. 20 Issue: 2 p328-339, 12p |
| Abstrakt: |
In this study a new mixture copula has been obtained by creating a linear combination of product copula with copula which is obtained with marginal distributions of order statistics which was proposed by Dolati and Úbeda-Flores, Kybernetika. 45 (2009), 992–1002. In addition, a new form of Farlie-Gumbel-Morgenstern copula is obtained by applying Farlie-Gumbel-Morgenstern copula to new mixture copula. The new form of the Farlie-Gumbel-Morgenstern copula has been compared to Farlie-Gumbel-Morgenstern, Gaussian and Frank copulas. To find the best-fit copula, Akaike information criterion and Bayesian information criterion are used. |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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