<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>0120-1751</journal-id>
<journal-title><![CDATA[Revista Colombiana de Estadística]]></journal-title>
<abbrev-journal-title><![CDATA[Rev.Colomb.Estad.]]></abbrev-journal-title>
<issn>0120-1751</issn>
<publisher>
<publisher-name><![CDATA[Departamento de Estadística - Universidad Nacional de Colombia.]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S0120-17512018000100053</article-id>
<article-id pub-id-type="doi">10.15446/rce.v41n1.64900</article-id>
<title-group>
<article-title xml:lang="en"><![CDATA[Estimating the Gumbel-Barnett Copula Parameter of Dependence]]></article-title>
<article-title xml:lang="es"><![CDATA[Estimación del parámetro de dependencia de la copula Gumbel-Barnett]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Portilla Yela]]></surname>
<given-names><![CDATA[Jennyfer]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Tovar Cuevas]]></surname>
<given-names><![CDATA[José Rafael]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad del Valle  ]]></institution>
<addr-line><![CDATA[Cali ]]></addr-line>
<country>Colombia</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>06</month>
<year>2018</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>06</month>
<year>2018</year>
</pub-date>
<volume>41</volume>
<numero>1</numero>
<fpage>53</fpage>
<lpage>73</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_arttext&amp;pid=S0120-17512018000100053&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_abstract&amp;pid=S0120-17512018000100053&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_pdf&amp;pid=S0120-17512018000100053&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract In this paper, we developed an empirical evaluation of four estimation procedures for the dependence parameter of the Gumbel-Barnett copula obtained from a Gumbel type I distribution. We used the maximum likelihood, moments and Bayesian methods and studied the performance of the estimates, assuming three dependence levels and 20 different sample sizes. For each method and scenario, a simulation study was conducted with 1000 runs and the quality of the estimator was evaluated using four different criteria. A Bayesian estimator assuming a Beta(a; b) as prior distribution, showed the best performance regardless the sample size and the dependence structure.]]></p></abstract>
<abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen En este artículo, desarrollamos una evaluación empírica de cuatro procedimientos de estimación para el parámetro de dependencia, de la función copula Gumbel Barnett obtenida a partir de la distribución Gumbel tipo I. Se usó el método de estimación por momentos, el método de la máxima verosimilitud y dos aproximaciones Bayesianas. Se estudió el comportamiento de las estimaciones asumiendo tres niveles de dependencia y 20 tamaños de muestra distintos. Para cada método y escenario formado entre el nivel de dependencia y el tamaño de muestra, se desarrolló un estudio de simulación con 1000 repeticiones y el comportamiento de las estimaciones fue evaluado usando cuatro criterios. El estimador obtenido asumiendo una distribución Beta(a; b) para modelar la información previa, presentó el mejor desempeño sin importar el tamaño de muestra y la estructura de dependencia.]]></p></abstract>
<kwd-group>
<kwd lng="en"><![CDATA[Bayesian]]></kwd>
<kwd lng="en"><![CDATA[Copula]]></kwd>
<kwd lng="en"><![CDATA[Correlation]]></kwd>
<kwd lng="en"><![CDATA[Dependence]]></kwd>
<kwd lng="en"><![CDATA[Estimation]]></kwd>
<kwd lng="en"><![CDATA[GB copula]]></kwd>
<kwd lng="en"><![CDATA[Simulation]]></kwd>
<kwd lng="es"><![CDATA[bayesiana]]></kwd>
<kwd lng="es"><![CDATA[copula Gumbel Barnett]]></kwd>
<kwd lng="es"><![CDATA[correlación]]></kwd>
<kwd lng="es"><![CDATA[dependencia copula]]></kwd>
<kwd lng="es"><![CDATA[estimación]]></kwd>
<kwd lng="es"><![CDATA[simulación]]></kwd>
</kwd-group>
</article-meta>
</front><back>
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