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Research Article Open Access

A Simulation Study on Dependency Structure of Order Statistics

1Department of Banking and Finance, Graduate School of Social Sciences, Yıldırım Beyazıt University 
2Department of Statistics, Graduate School of Natural and Applied Sciences, Gazi University  
✉ Corresponding author: Ferhan Baş Kaman · basferhan@gmail.com
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References

  1. Arnold, B.C., Balakrishnan, N. and Nagaraja, H.N. (1992). A First Course in Order Statistics. New York: John Wiley&Sons, 9-21. Embrechts, P., F. Lindskog, and A. McNeil. (2003). Modeling dependence with copulas and applications to risk management. In S.T. Rachev, editor, Handbook of Heavy Tailed Distribution in Finance, chapter 8, JAI Press: Handbooks in Finance, Vol. 1. pp. 357-360. Genest, C. and Rivest, L. P. (1993). Statistical inference procedures for bivariate Archimedean copulas. Journal of the American Statistical Association, 88 (3): 1034-1043. Nelsen, R. B. (2006). An Introduction to Copulas.(Second edition), New York:Springer, 7-211. Sklar, A. (1959). Fonctions de repartitiona n dimesions et leursmarges. Publ. Inst. Statist. Univ., Paris 8: 229- 231.
Research Contributions (2019+)Peer reviewed by at least two reviewers
Open AccessCC BY 4.0
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