On dependence of the weighted Marshall-Olkin bivariate exponential model in the presence of the copula function | ||
| Journal of Statistical Modelling: Theory and Applications | ||
| دوره 4، شماره 1، فروردین 2023، صفحه 157-172 اصل مقاله (295.41 K) | ||
| نوع مقاله: Original Scientific Paper | ||
| شناسه دیجیتال (DOI): 10.22034/jsmta.2024.21105.1125 | ||
| نویسندگان | ||
| Iman Makhdoom؛ Ali Sakhaei* | ||
| Department of Statistics, Payame Noor University, Tehran, Iran | ||
| چکیده | ||
| In this paper, we develop a version of the weighted Marshall-Olkin bivariate exponential model by incorporating a new parameter. This parameter describes the dependence structure between margins via a copula function. We choose the inference for margins method to estimate the model parameters along with the copula parameter, as this method offers more advantages than the maximum likelihood estimation method. Additionally, we conduct a comprehensive simulation study to investigate the behavior of the copula parameter estimator and the remaining parameters. Finally, an analysis of a real dataset on automobile insurance reveals that the Clayton copula characterizes the dependence structure within the Archimedean copula family | ||
| کلیدواژهها | ||
| Archimedean copula؛ Dependency؛ Inference for margins method؛ Optimization؛ Weighted Marshall-Olkin bivariate exponential | ||
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آمار تعداد مشاهده مقاله: 133 تعداد دریافت فایل اصل مقاله: 65 |
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