| �������ɽ����Զ���������Copula��ıȽ� |
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| 引用本文： | �츶ϼ,��Ӣ��.�������ɽ����Զ���������Copula��ıȽ�[J].应用概率统计,2006,35(5):469-479. |
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| 作者姓名： | �츶ϼ ��Ӣ�� |
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| 作者单位： | ???????????????, ???, 300387 |
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| 摘 要： |
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| 关 键 词： | ???? ????? ???????????? ???Ч?? |
A Comparison of Bounds on Three Sets of Copulas with Given Degree of Non-exchangeability |
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| XU Fuxia,WANG Yingjie.A Comparison of Bounds on Three Sets of Copulas with Given Degree of Non-exchangeability[J].Chinese Journal of Applied Probability and Statisties,2006,35(5):469-479. |
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| Authors: | XU Fuxia WANG Yingjie |
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| Institution: | School of Mathematical Sciences, Tianjin Polytechnic University, Tianjin, 300387, China |
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| Abstract: | ??We establish best-possible supremum bounds of copulas with the degree of non-exchangeabilityt=3/4, t=3/5 and t=3/6=1/2, and study the structures of these sets of copulas. The volumes between the upper and lower bounds are calculated to illustrate that the supremum bounds are specific practical and effective in narrowing the Fr\'{e}chet-Hoeffding bounds. |
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| Keywords: | copulas best-possible bounds degree of non-exchangeability narrowing effectiveness |
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