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  • 标题:Association measures and estimation of copula parameters
  • 本地全文:下载
  • 作者:Imane Benelmir ; Djamel Meraghni
  • 期刊名称:Afrika Statistika
  • 印刷版ISSN:2316-090X
  • 出版年度:2016
  • 卷号:11
  • 期号:1
  • 页码:933-942
  • 语种:English
  • 出版社:African journals online
  • 摘要:We apply the inversion method of estimation, with several combinations of two among the four most popular association measures, to estimate the parameters of copulas in the case of bivariate distributions. We carry out a simulation study with two examples, namely Farlie-Gumbel-Morgenstern and Marshall-Olkin two-parameter copulas to make comparisons between the obtained estimators, with respect to bias and root of the mean squared error.
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