Simulation study on copulas
There are several theorical results about order statistics and copulas in the literature that have been mentioned also by Nelsen \cite{p20}. The present study after reviewing some of these results, relies on simulation technique to investigate the mentioned results about order statistics and copul...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Maragheh
2014-12-01
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| Series: | Sahand Communications in Mathematical Analysis |
| Subjects: | |
| Online Access: | http://scma.maragheh.ac.ir/article_11278_1863.html |