<?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>0121-7488</journal-id>
<journal-title><![CDATA[Ciencia en Desarrollo]]></journal-title>
<abbrev-journal-title><![CDATA[Ciencia en Desarrollo]]></abbrev-journal-title>
<issn>0121-7488</issn>
<publisher>
<publisher-name><![CDATA[Universidad Pedagógica y Tecnológica de Colombia]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S0121-74882018000100071</article-id>
<title-group>
<article-title xml:lang="en"><![CDATA[A comparison of two graphical methods for detecting dependence]]></article-title>
<article-title xml:lang="es"><![CDATA[Una comparación de dos métodos gráficos para detectar dependencia]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Guarín-Escudero]]></surname>
<given-names><![CDATA[Julieth V.]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Jaramillo-Elorza]]></surname>
<given-names><![CDATA[Mario C.]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Lopera-Gómez]]></surname>
<given-names><![CDATA[Carlos M.]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad Nacional de Colombia  ]]></institution>
<addr-line><![CDATA[Medellín ]]></addr-line>
<country>Colombia</country>
</aff>
<aff id="Af2">
<institution><![CDATA[,Universidad Nacional de Colombia  ]]></institution>
<addr-line><![CDATA[Medellín ]]></addr-line>
<country>Colombia</country>
</aff>
<aff id="Af3">
<institution><![CDATA[,Universidad Nacional de Colombia  ]]></institution>
<addr-line><![CDATA[Medellín ]]></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>9</volume>
<numero>1</numero>
<fpage>71</fpage>
<lpage>88</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_arttext&amp;pid=S0121-74882018000100071&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_abstract&amp;pid=S0121-74882018000100071&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_pdf&amp;pid=S0121-74882018000100071&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract Copulas have become a useful tool for modeling data when the dependence among random variables exists and the multivariate normality assumption is not fulfilled. The copulas have been applied in several fields. In finance, copulas are used in asset modeling and risk management. In biomedical studies, copulas are used to model correlated lifetimes and competitive risks [1]. In engineering, copulas are used in multivariate process control and hydrological modeling [2]. The interest in modeling multivariate problems involving dependent variables is generalized in several areas, making this methodology in a convenient way to model the dependence structure of random variables. However, in practice a first step before modeling phenomena through copulas is to assess whether there is dependence among the variables involved. In this paper some graphical methods to detect dependence are discussed and their performance will be evaluated through a simulation study. An application of graphical methods presented to insurance data is illustrated.]]></p></abstract>
<abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen Las cópulas se han convertido en una herramienta útil para modelar datos cuando existe una dependencia entre las variables aleatorias y el supuesto de normalidad no se cumple. Las cópulas se han aplicado en diversos campos, tales como finanzas, estudios biomédicos y en ingeniería. El interés en modelar problemas multivariados que involucran variables dependientes se generaliza en diversas áreas, haciendo de esta metodología una forma conveniente para modelar la estructura de dependencia entre las variables aleatorias. Sin embargo, en la práctica un primer paso antes de empezar a modelar fenómenos mediante cópulas es evaluar si existe dependencia entre las variables involucradas y en qué grado. En este artículo algunos métodos gráficos para detectar dependencia son discutidos y el desempeño de los mismos se evaluará a través de un estudio de simulación. Se ilustran los métodos gráficos presentados mediante una aplicación a datos de seguros.]]></p></abstract>
<kwd-group>
<kwd lng="en"><![CDATA[Copula]]></kwd>
<kwd lng="en"><![CDATA[graphics]]></kwd>
<kwd lng="en"><![CDATA[dependence]]></kwd>
<kwd lng="es"><![CDATA[Cópula]]></kwd>
<kwd lng="es"><![CDATA[gráficos]]></kwd>
<kwd lng="es"><![CDATA[dependencia]]></kwd>
</kwd-group>
</article-meta>
</front><back>
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