Comparison of Some Selection Criteria for Selecting Bivariate Archimedean Copulas
Çiğdem Topçu Gülöksüz · Afyon Kocatepe University Journal of Sciences and Engineering · 2016
Commonly, while selecting an appropriate bivariate Archimedean copula function that models data, Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC), and minimum distance (MD) are used as a selection criterion.In this study, the performances of these criteria for selecting copula function are investigated by some simulation studies. İki Boyutlu Arşimedyen Kapulalar İçin Bazı Seçim Kriterlerinin Karşılaştırılması