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:: Volume 6, Issue 1 (8-2012) ::
JSS 2012, 6(1): 55-67 Back to browse issues page
Numerical Comparison of Some Phi-divergence Measures for Generalized Farlie Gumbel Morgenstern Copulas
Samane Khosravi , Mohammad Amini * , Gholamreza Mohtashami Borzadaran
Abstract:   (13766 Views)
This paper explores the optimal criterion for comparison of some Phi-divergence measures. The dependence for generalized Farlie Gumbel Morgenstern family of copulas is numerically calculated and it has been shown that the Hellinger measure is the optimal criterion for measuring the divergence from independence.
Keywords: Phi-divergence Measure, Generalized Farlie Gumbel Morgenstern Copulas
Full-Text [PDF 463 kb]   (3391 Downloads)    
Type of Study: Research | Subject: Probabilty and Applications
Received: 2012/04/3 | Accepted: 2013/08/4 | Published: 2013/08/4
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Khosravi S, Amini M, Mohtashami Borzadaran G. Numerical Comparison of Some Phi-divergence Measures for Generalized Farlie Gumbel Morgenstern Copulas. JSS 2012; 6 (1) :55-67
URL: http://jss.irstat.ir/article-1-111-en.html
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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 6, Issue 1 (8-2012) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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