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Copula-based measurement error models | ||
| Iranian Journal of Fuzzy Systems | ||
| دوره 17، شماره 6، بهمن و اسفند 2020، صفحه 29-38 اصل مقاله (1.21 MB) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22111/ijfs.2020.5599 | ||
| نویسندگان | ||
| A. Sheikhi* 1؛ R. Mesiar2 | ||
| 1Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University, Kerman, Iran | ||
| 2Department of Mathematics and Descriptive Geometry, Faculty of Civil Engineering, STU Bratislava, Slovakia | ||
| چکیده | ||
| In this work, we study the joint distribution function as well as the copula of (X-Z,Y) where the random vector (X, Y, Z) is characterized by a copula C_{X,Y,Z}. We use this copula to analyze a measurement error model. Some theoretical results, several examples as well as a simulation study are proposed for illustration. | ||
| کلیدواژه‌ها | ||
| Copula؛ noise؛ perturbation of copula؛ random vector؛ measurement error | ||
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آمار تعداد مشاهده مقاله: 309 تعداد دریافت فایل اصل مقاله: 283 |
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