| 具有n次多项式截面的Copula函数 |
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| 引用本文： | 张小磊,刘次华,程玉林.具有n次多项式截面的Copula函数[J].应用数学,2008(Z1). |
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| 作者姓名： | 张小磊 刘次华 程玉林 |
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| 作者单位： | 华中科技大学数学与统计学院; |
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| 摘 要： | 本文构造一类具有n次多项式截面的Copula函数C(x,y),并给出了C(x,y)是Copula函数的两个充分必要条件,同时推导出此类Copula函数的若干性质,包括对称性和相关度量等.
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| 关 键 词： | Copula 多项式截面 对称性 相关度量 |
Copulas with n-th-order Polynomial Sections |
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| ZHANG Xiao-lei,LIU Ci-hua,CHENG Yu-lin.Copulas with n-th-order Polynomial Sections[J].Mathematica Applicata,2008(Z1). |
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| Authors: | ZHANG Xiao-lei LIU Ci-hua CHENG Yu-lin |
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| Institution: | School of Mathematics and Statistics;Huazhong University of Science & Technology;Wuhan;430074;China |
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| Abstract: | In the paper we present a method to construct families of copulas with n-th-order polynomial sections.Symmetry properties,measures of association of these copulas are studied as well.Finally families of Kotz and Johnson's iterated FGM copulas are provided to verify these theorems and properties. |
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| Keywords: | Copulas Polynomial sections Symmetry Measures of association |
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