Estimation and goodness-of-fit procedures for Farlie–Gumbel–Morgenstern bivariate copula of order statistics

DOI10.1080/00949655.2010.530602zbMath1431.62210OpenAlexW1963499357MaRDI QIDQ4913934

Tugba Ozkal Yildiz, Burcu Hudaverdi Ucer

Publication date: 17 April 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.530602

zbMATH Keywords

bootstraporder statisticsgoodness-of-fit testsFarlie-Gumbel-Morgenstern copulamaximum pseudo-likelihood estimation

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Uses Software

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Cites Work

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• On the dependence structure of order statistics
• On the relationships between copulas of order statistics and marginal distributions
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Bivariate Exponential Distributions
• The performance of some correlation coefficients for a general bivariate distribution
• Multivariate survival distributions
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Detecting Dependence With Kendall Plots

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