Some algebraic properties of Archimedean Copula functions and their applications in the statistical estimation of the survival function

Abdushukurov AKHMEDOVİCH; Muradov RUSTAMJON

Makale detayları

Some algebraic properties of Archimedean Copula functions and their applications in the statistical estimation of the survival function

Yazarlar:

Abdushukurov AKHMEDOVİCH | Muradov RUSTAMJON

Yayıncı:

Biska Bilişim

Dergi:

New Trends in Mathematical Sciences 2016 Vol.4 Issue 3, pp.88-98

Belge Tipi:

Makale

Yayın Tarihi:

9/2016

Belge Dili:

İngilizce

Document ID (Org No.):

2000829955

Sıklık:

Üç Aylık

eISSN:

2147-5520

pISSN:

2147-5520

Özet:

 



In this paper we study some algebraic properties of
Archimedean copulas and simple smoothed estimator of distribution function
under random right censored observations in the presence of covariate. Where
the dependence between a life time and a censoring variable may expressed by a
given Archimedean copula. We prove an almost sure asymptotic representation
which provides a key tool for obtaining weak convergence result for estimator.




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Makale detayları

Some algebraic properties of Archimedean Copula functions and their applications in the statistical estimation of the survival function

Yazarlar: Abdushukurov AKHMEDOVİCH | Muradov RUSTAMJON

Yayıncı: Biska Bilişim

Dergi: New Trends in Mathematical Sciences 2016 Vol.4 Issue 3, pp.88-98

Belge Tipi: Makale

Yayın Tarihi: 9/2016

Belge Dili: İngilizce

Document ID (Org No.): 2000829955

Sıklık: Üç Aylık

eISSN: 2147-5520

pISSN: 2147-5520

Sayı

Yazarlar:

Abdushukurov AKHMEDOVİCH | Muradov RUSTAMJON

Yayıncı:

Biska Bilişim

Dergi:

New Trends in Mathematical Sciences 2016 Vol.4 Issue 3, pp.88-98

Belge Tipi:

Makale

Yayın Tarihi:

9/2016

Belge Dili:

İngilizce

Document ID (Org No.):

2000829955

Sıklık:

Üç Aylık

eISSN:

2147-5520

pISSN:

2147-5520