COPULA APPROACH FOR MODELLING DEPENDENCE STRUCTURE

Name: Work Video:
Duration: 3 min 30 s
Description: This paper introduces the concept of copulaas a tool to describe relationships among multivariate random variables. In this study, under the assumption of data can be modelled by one of Archimedean copulas (Gumbel, Frank, Clayton), the dependence structure between two dependent random variables with Weibull marginals is modelled by using copula.
Çiğdem Topçu Gülöksüz; Fahrettin Arslan
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