A Comparison of Copula Families on Dependence Structure of Extreme Order Statistics

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BAŞ KAMAN F., OLMUŞ H.

JOURNAL OF POLYTECHNIC-POLITEKNIK DERGISI, cilt.22, sa.4, ss.855-862, 2019 (ESCI) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 22 Sayı: 4
  • Basım Tarihi: 2019
  • Doi Numarası: 10.2339/politeknik.421978
  • Dergi Adı: JOURNAL OF POLYTECHNIC-POLITEKNIK DERGISI
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.855-862
  • Gazi Üniversitesi Adresli: Evet

Özet

Order statistics have an important place in probability theory and statistical inference, especially reliability analysis. It is aimed to compare the dependency structure with some copula families of min-max copula for the extreme order statistics in this study. Suitability of Clayton, Frank, Gumbel from Archimedean copula families, Gaussian, Farlie-Gumbel-Morgenstern and min-max copula are examined by simulation study. To find the most suitable copula family, some model selection criteries are used and important inferences are obtained.