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dc.contributor.authorIdiou, Nesrineen_US
dc.contributor.authorBenatia, Fatahen_US
dc.contributor.authorBrahimi, Brahimen_US
dc.date.accessioned2023-07-11T08:30:58Z
dc.date.available2023-07-11T08:30:58Z
dc.date.issued2023-07
dc.identifier.citationIdiou, N., Benatia, F. & Brahimi, B. (2023). A semi-parametric estimation of copula models based on moments method under right censoring. TWMS Journal Of Applied And Engineering Mathematics, 13(3), 850-865.en_US
dc.identifier.issn2146-1147en_US
dc.identifier.issn2587-1013en_US
dc.identifier.urihttp://belgelik.isikun.edu.tr/xmlui/handle/iubelgelik/5589
dc.identifier.urihttp://jaem.isikun.edu.tr/web/index.php/archive/121-vol13no3/1075
dc.description.abstractBased on the classical estimation method of moments, a new copula estimator was proposed for censored bivariate data. As theoretical results, general formulas were proved with analytical forms of the obtained estimators. Taking into account Lopez and Saint-Pierre’s(2012)[19], Gribkova and Lopez’s (2015)[10] results, the asymptotic normality of the empirical survival copula was established. The dependence structure between the bivariate survival times was modeled under the assumption that the underlying copula is Archimedean. Accounting for various censoring patterns (singly or doubly censored), a simulation study was performed enlighten the behavior of the procedure estimation method, shown the efficiency and robustness of the new estimator proposed.en_US
dc.language.isoenen_US
dc.publisherIşık University Pressen_US
dc.relation.ispartofTWMS Journal Of Applied And Engineering Mathematicsen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectArchimedean copulas modelsen_US
dc.subjectBivariate censoringen_US
dc.subjectMoment estimatoren_US
dc.subjectSurvival copulaen_US
dc.subjectRight censored dataen_US
dc.titleA semi-parametric estimation of copula models based on moments method under right censoringen_US
dc.typeArticleen_US
dc.description.versionPublisher's Versionen_US
dc.identifier.volume13
dc.identifier.issue3
dc.identifier.startpage850
dc.identifier.endpage865
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Başka Kurum Yazarıen_US
dc.indekslendigikaynakScopusen_US
dc.indekslendigikaynakEmerging Sources Citation Index (ESCI)en_US


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