A Suitable/Fit Family of Archimedean Copulas for Meteorological Data

Vadoud NAJJARI, Mehmet Guray UNSAL
1.632 789

Abstract


This paper suggests a goodness-of-fit test for monthly lowest and highest air temperature records from years 1951 to 2005 in Tehran -Iran(648 data),  based on the classical chi-square statistic. After remembering some notes about Archimedean Copulas, we will see (for this data), which families of Copulas are suitable. Then we characterize interval of suitable theta, and also figure out the best theta

Keywords


Archimedean Copulas, Goodness-of-fit test

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