| 一类二元对称的Copula函数 |
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| 引用本文： | 程玉林,张小磊,刘次华.一类二元对称的Copula函数[J].应用数学,2008(Z1). |
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| 作者姓名： | 程玉林 张小磊 刘次华 |
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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： | 本文给出了一类二元对称Copula函数的构造,同时推导了此类Copula函数的一致有序性,对称性以及相关测度等性质.
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| 关 键 词： | Copula 一致有序 相依性 对称性 相关测 |
A New Class of Bivariate Copula |
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| CHENG Yu-lin,ZHANG Xiao-lei,LIU Ci-hua.A New Class of Bivariate Copula[J].Mathematica Applicata,2008(Z1). |
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| Authors: | CHENG Yu-lin ZHANG Xiao-lei LIU Ci-hua |
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| Institution: | School of Mathematics and Statistics;Huazhong University of Science and Technology;Wuhan;430074;China |
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| Abstract: | In this paper a new class of copulas,depending on an univariate functionis introduced and its properties(symmetry,dependence,concordance ordering and measures of association) are studied. |
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| Keywords: | Concordance ordering Copulas Dependence concepts Measures of association Symmetry properties |
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