Search Results - "SUSAM, Selim Orhun"

A New Family of Archimedean Copula via Trigonometric Generator Function by SUSAM, Selim Orhun

“…In this paper, new type of Archimedean copula based on cotangent generator function, and dependence characteristics are investigated. Also, the estimation…”
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On the copula-based reliability of stress-strength model under bivariate stress by Hudaverdi, Burcu, Susam, Selim Orhun

“…In this paper, we consider the stress-strength reliability $ R=P(X_{1} \lt Y \lt X_{2}) $ R = P ( X 1 < Y < X 2 ) where the strength Y of a component lies…”
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A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas by Susam, Selim Orhun, Hudaverdi, Burcu

“…In this paper, we study on improving the goodness-of fit for the data by using τ-preserving transform for the semiparametric family of bivariate copulas. We…”
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A weighted independence test based on smooth estimation of Kendall distribution by Susam, Selim Orhun, Hudaverdi, Burcu

“…In this study, we introduce a nonparametric test of independence which is based on a weighted Cramér-von Mises distance of the Bernstein estimate of the…”
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On the weighted tests of independence based on Bernstein empirical copula by Hudaverdi, Burcu, Susam, Selim Orhun

“…In this article, we propose a flexible weighted test of independence based on Cramér-von Mises statistic of the Bernstein empirical copula process. We…”
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ON CONSTRUCTION OF BERNSTEIN-BEZIER TYPE BIVARIATE ARCHIMEDEAN COPULA by Susam, Selim Orhun, Hudaverdi, Burcu

“…* In this paper, a new class of bivariate multi-parameter Archimedean copula based on Kendall distribution using Bernstein-Bezier polynomials is introduced…”
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A goodness-of-fit test based on Bézier curve estimation of Kendall distribution by Susam, Selim Orhun, Hudaverdi Ucer, Burcu

“…In this study, we propose an estimation method for the Archimedean family of the copula in a nonparametric setting. A Bézier curve approach based on Bernstein…”
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Plug-in Estimation of Dependence Characteristics of Archimedean Copula via Bezier Curve by Susam, Selim Orhun, Erdogan, Mahmut Sami

“…* This article introduces measurement of the dependence between variables with a dependence structure defined by Archimedean copulas. The estimation of the…”
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Stress–strength reliability for electricity systems based on the Bernstein copula approximation by Susam, Selim Orhun, Hudaverdi, Burcu

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On the Construction of a Semiparametric Family of Bivariate Copulas Using the Opposite Diagonal Section of Copulas by Susam, Selim Orhun, Chesneau, Christophe

“…In this article, a new semiparametric family of bivariate copulas is proposed and studied. The copulas of this family innovate in their construction; they are…”
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Tail dependence estimation based on smooth estimation of diagonal section by SUSAM, Selim Orhun

“…This paper is mainly developed around the diagonal section which is strongly related to tail dependence coefficients as defined in Nelsen [19]. Hence, we…”
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Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function by Susam, Selim Orhun, Hudaverdi Ucer, Burcu

“…In this study, we estimate the Kendall distribution function for Archimedean copula family using Bernstein polynomial approximation and we investigate its…”
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Modeling the dependence structure of CO 2 emissions and energy consumption based on the Archimedean copula approach: the case of the United States by Susam, Selim Orhun, Hudaverdi Ucer, Burcu

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Modeling the dependence structure of CO2 emissions and energy consumption based on the Archimedean copula approach: the case of the United States by Susam, Selim Orhun, Hudaverdi Ucer, Burcu

“…In this paper, we aimed to investigate the relationship between energy consumption and carbon dioxide (CO 2 ) emission quantities. To explain the dependence…”
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A New Goodness-Of-Fit Approach for Archimedean Copula Models and Power Analysis by Susam, Selim Orhun

“…In this thesis, a new class of bivariate multi-parameter Archimedean copula based on Kendall distribution using Bernstein-Bézier polynomials is introduced…”
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Statistical Inference of Cointegrating Vectors by Susam, Selim Orhun

“…Cointegration analysis states that, in case the economic variable to be analyzed is not stationary, a linear combination of these series would be stationary…”
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