Copula-based measurement error models

In this work, we study the joint distribution function as well as the copula of (X-Z,Y) where the random vector (X, Y, Z)  is characterized by a copula C_{X,Y,Z}. We use this copula to analyze a measurement error model. Some theoretical results, several examples as well as a simulation study are proposed for illustration.

کلیدواژه ها:

Copula ، noise ، perturbation of copula ، random vector ، Measurement Error