| 对称Bernstein Copula |
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| 引用本文： | 史道济,吴新荣.对称Bernstein Copula[J].数学的实践与认识,2009,39(24). |
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| 作者姓名： | 史道济 吴新荣 |
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| 作者单位： | 天津大学理学院,天津,300072 |
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| 摘 要： | 主要介绍对称Bernstein Copula的一些性质及其应用.它除了具有Copula函数的基本性质外,还有其特殊性质,以定理的形式给出并加以证明.对称Bernstein Copula属于多参数Copula族,可以应用到很多领域,比如股票、汇率、证券等等.
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| 关 键 词： | 对称BernsteinCopula 经验Copula 生存Copula |
Symmetrical Bernstein Copula |
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| Abstract: | This paper mainly talks about the Symmetrical Bernstein copula and its properties.Besides the basic properties,it has special ones,which are presented as theorems.We also prove these theorems. Symmetrical Bernstein Copula belongs to Multivariate Parameters Copulas,it can be used in many areas,such as Exchange Rate,Stock,Security and so on. |
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| Keywords: | copula symmetrical bernstein copula empirical copula survival copula |
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