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- MakaleYalnız künye2025Scopus SJRQ2Copula-based conditional reliability with application to rocket motor data
Hudaverdi, Burcu; Susam, Selim Orhun; Chesneau, Christophe
In this paper, we construct conditional reliability in the context of stress-strength models, taking into account the relationship between applied stress and strength. The Bernstein copula approximation is used to calculate the conditional reliability values. Real data from a rocket motor experiment are considered to evaluate the conditional reliability strength of a motor case and the required stress endurance for the motor.
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İncele - MakaleYalnız künye2025Scopus SJRQ2A flexible parameter estimation method for the Farlie-Gumbel-Morgenstern copula: a simulation study
Susam, Selim Orhun
This research presents a minimum distance method based on the Bernstein empirical copula process for estimating the dependence parameter of the Farlie-Gumbel-Morgenstein copula. Also, this study examines its performance through a comprehensive Monte Carlo simulation study. The findings in this paper demonstrate that selecting the optimal degree of the Bernstein empirical copula has a significant impact on the performance of the new estimation method. The proposed estimator achieves optimal performance in terms of mean squared error (MSE) for the parameter range (Formula presented.) in small sample sizes, while outside this range, its performance varies depending on the degree of the Bernstein empirical copula. Finally, we apply the new method to real data for illustrative purposes.
AtıfScopus3WoS4OpenAlex3İncele - MakaleYalnız künye2024Scopus SJRQ4A Note on a New Bivariate Copula Defined with a Piecewise Generator Function
Chesneau, Christophe; Susam, Selim Orhun
Copulas are essential probability tools for characterizing the joint distribution of random variables. In this article, we contribute to the topic by studying special bivariate copulas. They have the property of being defined with piecewise components and are designed for the analysis of data that have dependence structures with distinct substructures in square zones. The theoretical properties of the copulas are studied, with emphasis on their mathematical validity and some dependence measures. In particular, it is shown that the Kendall tau coefficient has a simple expression that is governed by several parameters, demonstrating the flexibility of the approach. In addition, a real data example is provided to demonstrate the applicability of the copulas. Fair comparisons with other standard copulas motivate their use in other practical scenarios.