Archimedean Copula Estimation Parameter with Kendall Distribution Function

In the literature, up to now, it is common thatfor Gumbel, Clayton and Frank calculated Kendall Distribution function and to the extent those applications havebeen made. In this paper, we made Kendall Distribution function calculation forAli Mikhail Haq and Joe and in relation that simulation study....

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Auteurs principaux:	Ayşe Metın Karakas, Murat Karakas, Mine Dogan
Format:	Artigo
Langue:	Inglês
Publié:	Sivas Cumhuriyet Üniversitesi 2017-12-01
Collection:	Cumhuriyet Science Journal
Sujets:	copula function archimedean copula kendall tau kendall distribution function copula fonksiyonu arşimedyan copula kendall dağılım fonksiyonu
Accès en ligne:	https://dergipark.org.tr/en/download/article-file/379006
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