摘要
研究了Copula函数的基本概念以及相关性质,并对二元变量的Copula函数做一些推广性的探讨.
At first,in this paper we review the concept and some properties of copula function,show some commonly used copula functions,at last make a discussion of its generalization.
出处
《韶关学院学报》
2009年第6期17-19,共3页
Journal of Shaoguan University
关键词
COPULA函数
相关性
联合分布
Copula function
independence
simultaneous distribution
