Copulas pareto: characterizations and dependence measures
| dc.contributor.author | Bekrizadeh, Hakim | |
| dc.date.accessioned | 2024-07-12T20:50:09Z | |
| dc.date.available | 2024-07-12T20:50:09Z | |
| dc.date.issued | 2009 | en_US |
| dc.department | Fakülteler, İnsan ve Toplum Bilimleri Fakültesi, Matematik Bölümü | en_US |
| dc.description.abstract | A bivariate copula can be statistically interpreted as a bivariate distribution function with uniform marginals. Sklar (1959) argues that for any bivariate distribution function, say H with marginals F and G, there exists a copula functional, say C, such that H(x, y) = C[F (x), G(y)], for (x, y) T in the support of H. This article provides Copulas pareto using Sklar theorem and new characterizations and dependence measures Kendall’s tau and Spearman’s rho of the Copulas pareto. | en_US |
| dc.identifier.citation | Bekrizadeh, H. (2009). Copulas pareto: characterizations and dependence measures. Maltepe Üniversitesi. s. 186. | en_US |
| dc.identifier.endpage | 187 | en_US |
| dc.identifier.isbn | 9.78605E+12 | |
| dc.identifier.startpage | 186 | en_US |
| dc.identifier.uri | https://hdl.handle.net/20.500.12415/2284 | |
| dc.institutionauthor | Bekrizadeh, Hakim | |
| dc.language.iso | en | en_US |
| dc.publisher | Maltepe Üniversitesi | en_US |
| dc.relation.ispartof | International Conference of Mathematical Sciences | en_US |
| dc.relation.publicationcategory | Uluslararası Konferans Öğesi - Başka Kurum Yazarı | en_US |
| dc.rights | CC0 1.0 Universal | * |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.rights.uri | http://creativecommons.org/publicdomain/zero/1.0/ | * |
| dc.snmz | KY07611 | |
| dc.title | Copulas pareto: characterizations and dependence measures | en_US |
| dc.type | Conference Object | |
| dspace.entity.type | Publication |
