A goodness-of fit improvement based on tau-preserving transformation for semiparametric family of copulas

Susam S. O., Hüdaverdi B.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022 (SCI-Expanded) identifier

  • Yayın Türü: Makale / Tam Makale
  • Basım Tarihi: 2022
  • Doi Numarası: 10.1080/03610926.2022.2052900
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
  • Anahtar Kelimeler: Semiparametric family of copulas, tau-preserving transform, goodness-of fit test, ARCHIMEDEAN COPULAS, BIVARIATE, TESTS
  • Dokuz Eylül Üniversitesi Adresli: Evet

Özet

In this paper, we study on improving the goodness-of fit for the data by using tau-preserving transform for the semiparametric family of bivariate copulas. We estimate the generator function phi using the Bezier polynomial function and define tau- preserving transformation on the generator function under positive quadrant dependence assumption. We investigate the performance of our methodology on real data example contained life expectancy study. The findings indicate that the model fitting is improved by using tau- preserving transformation.