Construction of a bivariate copula by Rüschendorf’s method
Yıl: 2021 Cilt: 42 Sayı: 1 Sayfa Aralığı: 201 - 208 Metin Dili: İngilizce DOI: 10.17776/csj.753556 İndeks Tarihi: 13-09-2022
Construction of a bivariate copula by Rüschendorf’s method
Öz: In this paper, a new copula model with given unit marginals is proposed, based on Rüschendorf’s Method. A new bivariate copula family is introduced by adding a proper term to independence copula. Thus, we avoid the complexity of the proposed copula model. By choosing a baseline copula from the same marginal, we derive a new copula that can approach from above towards the independence copula. Furthermore, it is established that a bivariate copula constructed by this method allows some flexibility in the dependence measure according to Spearman’s correlation coefficient. Additionally, tail dependence measures are investigated. Illustrative examples are given taking into account the specific choices of a baseline copula.
Anahtar Kelime: Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | YILMAZ M, BEKÇI M (2021). Construction of a bivariate copula by Rüschendorf’s method. , 201 - 208. 10.17776/csj.753556 |
| Chicago | YILMAZ MEHMET,BEKÇI MUHAMMET Construction of a bivariate copula by Rüschendorf’s method. (2021): 201 - 208. 10.17776/csj.753556 |
| MLA | YILMAZ MEHMET,BEKÇI MUHAMMET Construction of a bivariate copula by Rüschendorf’s method. , 2021, ss.201 - 208. 10.17776/csj.753556 |
| AMA | YILMAZ M,BEKÇI M Construction of a bivariate copula by Rüschendorf’s method. . 2021; 201 - 208. 10.17776/csj.753556 |
| Vancouver | YILMAZ M,BEKÇI M Construction of a bivariate copula by Rüschendorf’s method. . 2021; 201 - 208. 10.17776/csj.753556 |
| IEEE | YILMAZ M,BEKÇI M "Construction of a bivariate copula by Rüschendorf’s method." , ss.201 - 208, 2021. 10.17776/csj.753556 |
| ISNAD | YILMAZ, MEHMET - BEKÇI, MUHAMMET. "Construction of a bivariate copula by Rüschendorf’s method". (2021), 201-208. https://doi.org/10.17776/csj.753556 |
| APA | YILMAZ M, BEKÇI M (2021). Construction of a bivariate copula by Rüschendorf’s method. Cumhuriyet Science Journal, 42(1), 201 - 208. 10.17776/csj.753556 |
| Chicago | YILMAZ MEHMET,BEKÇI MUHAMMET Construction of a bivariate copula by Rüschendorf’s method. Cumhuriyet Science Journal 42, no.1 (2021): 201 - 208. 10.17776/csj.753556 |
| MLA | YILMAZ MEHMET,BEKÇI MUHAMMET Construction of a bivariate copula by Rüschendorf’s method. Cumhuriyet Science Journal, vol.42, no.1, 2021, ss.201 - 208. 10.17776/csj.753556 |
| AMA | YILMAZ M,BEKÇI M Construction of a bivariate copula by Rüschendorf’s method. Cumhuriyet Science Journal. 2021; 42(1): 201 - 208. 10.17776/csj.753556 |
| Vancouver | YILMAZ M,BEKÇI M Construction of a bivariate copula by Rüschendorf’s method. Cumhuriyet Science Journal. 2021; 42(1): 201 - 208. 10.17776/csj.753556 |
| IEEE | YILMAZ M,BEKÇI M "Construction of a bivariate copula by Rüschendorf’s method." Cumhuriyet Science Journal, 42, ss.201 - 208, 2021. 10.17776/csj.753556 |
| ISNAD | YILMAZ, MEHMET - BEKÇI, MUHAMMET. "Construction of a bivariate copula by Rüschendorf’s method". Cumhuriyet Science Journal 42/1 (2021), 201-208. https://doi.org/10.17776/csj.753556 |
