Comparison of Some Selection Criteria for Selecting Bivariate Archimedean Copulas

Genellikle, veriyi modelleyen uygun iki boyutlu Arşimedyen kapula fonksiyonunu seçerken Akaike Bilgi Kriteri (AIC), Bayesçi Bilgi Kriteri (BIC) ile en küçük uzaklık seçim kriteri olarak kullanılır. Bu çalışmada, bu seçim kriterlerinin kapula seçimindeki performansları simulasyon çalışması ile incelenmiştir.

İki Boyutlu Arşimedyen Kapulalar İçin Bazı Seçim Kriterlerinin Karşılaştırılması

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.

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