期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

二元Schur凹copula的次对角部分 被引量：1

On the opposite diagonal section of bivariate copulas with Schur concavity
原文传递
导出
摘要 任意给定一个二元Schur凹copula,结合其自身和次对角部分,利用取大和取小运算,构造了一类新copula,使得次对角部分相互重合,讨论了新copula的Schur凹性与Schur几何凹性. For any bivariate copula with Schur concavity,we present a new construction method to obtain copula by using the maximum and minimum operators together with the given one and its opposite diagonal section,so that the opposite diagonal section of new copulas coincides with that of the given one. The Schur concavity and Schur geometric concavity of new copulas are also investigated.
作者 张孔生 李柏年 徐健
机构地区 安徽财经大学统计与应用数学学院
出处 《中国科学：数学》 CSCD 北大核心 2011年第7期629-639,共11页 Scientia Sinica：Mathematica
基金 安徽省教育厅自然科学研究项目(批准号:KJ2010B001) 安徽省优秀青年人才基金(批准号:2011SQRL099)资助项目
关键词 二元copula 对角部分 次对角部分 Schur凹 Schur几何凹 bivariate copula diagonal section opposite diagonal section Schur concavity Schur geometric concavity
分类号 O211.3 [理学—概率论与数理统计]
  • 相关文献

参考文献24

  • 1Nelsen R B. An Introduction to Copulas. New York: Springer, 2006. 被引量：1
  • 2Nelsen R B, Quesada-Molina J J, Rodriguez-Lallena J A, et al. On the construction of copulas and quasi-copulas with given diagonal sections. Insurance Math Econom, 2008, 42:473-483. 被引量：1
  • 3Durante F, Kolesarova A, Mesiar R, et al. Copulas with given diagonal sections: Novel constructions and applications. Internat J Uncertain Pazziness Knowledge-Based Systems, 2007, 15:397-410. 被引量：1
  • 4Fredricks G A, Nelsen R B. Copulas constructed from diagonal sections. In: Distributions with Given Marginals and Moment Problems. Dordrecht: Kluwer Academic Publishers, 1997, 129-136. 被引量：1
  • 5Nelsen R B, Predricks G A. Diagonal copulas. In: Distributions with Given Marginals and Moment Problems. Dor- dreeht: Kluwer Academic Publishers, 1997, 121 128. 被引量：1
  • 6Jaworski P. On copulas and their diagonals. Inform Sci, 2009, 179:2863-2871. 被引量：1
  • 7Durante F, Mesiar R, Sempi C. On a family of copulas constructed from the diagonal section. Soft Comput, 2006, 10: 490 494. 被引量：1
  • 8Durante F, Jaworski P. Absolutely continuous copulas with given diagonal sections. Comm Statist Theory Methods, 2008, 37:2924-2942. 被引量：1
  • 9Fredricks G A, Nelsen R B. The Bertino family of copulas. In: Distributions with Given Marginals and Statistical Modelling. Dordrecht: Kluwer Academic Publishers, 2002, 81-91. 被引量：1
  • 10Klement E P, Kolesarova A. 1-Lipschitz aggregation operators, quasi-copulas and copulas with given opposite diagonal. Adv Soft Comput, 2005, 33:565 -571. 被引量：1

二级参考文献40

  • 1Gini C. Di una formula compresive delle medie. Metron, 13:3 22 (1938). 被引量：1
  • 2Pales Z. Inequalities for differences of powers. J Math Anal Appl, 131(1): 271 281 (1988). 被引量：1
  • 3Leach E B, Sholander M C. Extended mean values. Amer Math Monthly, 85(2): 84-90 (1978). 被引量：1
  • 4Neuman E, Sandor J. Inequalities involving Stolarsky and Gini means. Math Pannon, 14(1): 29-44 (2003). 被引量：1
  • 5Stolarsky K B. Generalizations of the logarithmic mean. Maf;h Mag, 48:87-92 (1975). 被引量：1
  • 6Rassias Th M. Survey on Classical Inequalities. Dordrecht: Kluwer Academic Publishers, 2000. 被引量：1
  • 7Hwang F K, Rothblum U G. Partition-optimization with Schur convex sum objective functions. SIAM J Discrete Math, 18(3): 512-524 (2004/2005). 被引量：1
  • 8Zhang X M. Schur-convex functions and isoperimetric inequalities. Proc Amer Math Soc, 126(2): 461-470 (1998). 被引量：1
  • 9Stepniak C. Stochastic ordering and Schur-convex functions in comparsion of linear experiments. Metrika, 36(5): 291-298 (1989). 被引量：1
  • 10Constantine G M. Schur-convex functions on spectra of graphs. Discrete Math, 45(2-3): 181-188 (1983). 被引量：1

共引文献10

同被引文献15

  • 1曾六川.Lipschitz强增生算子方程解的Ishikawa迭代逼近[J].数学杂志,2004,24(5):524-530. 被引量：5
  • 2Nelsen R B. An introduction to copulas[M].New York:springer-verlag,2006. 被引量：1
  • 3Nelsen R B,Quesada-Molina J J,Rodriguez-Lallena J A,Ubeda-Flores M. On the construction of copulas and quasi-copulas with given diagonal sections[J].Insurance:Mathematics and Economics,2008.473-483. 被引量：1
  • 4Durante F,Kolesárová A,Mesiar R,Sempi C. Copulas with given diagonal sections:novel constructions and applications[J].Internat J Uncertainty Fuzziness and Knowledge-Based Systems,2007.397-410. 被引量：1
  • 5Fredricks G A,Nelsen R B. Copulas constructed from diagonal sections[A].Dordrecht:kluwer Academic Publishers,1997.129-136. 被引量：1
  • 6Nelsen R B,Fredricks G A. Diagonal copulas[A].Dordrecht:kluwer Academic Publishers,1997.121-128. 被引量：1
  • 7Jaworski P. On copulas and their diagonals[J].Information Sciences,2009,(17):2863-2871.doi:10.1016/j.ins.2008.09.006. 被引量：1
  • 8Durante F,Mesiar R,Sempi C. On a family of copulas constructed from the diagonal section[J].Soft Computing,2006,(6):490-494.doi:10.1007/s00500-005-0523-7. 被引量：1
  • 9Durante F,Jaworski P. Absolutely continuous copulas with given diagonal sections[J].Communications in Statistics-Theory and Methods,2008.2924-2942. 被引量：1
  • 10Fredricks G A,Nelsen R B. The Bertino family of copulas[A].Dordrecht:kluwer Academic Publishers,2002.81-91. 被引量：1

引证文献1

中国科学：数学
2011年 第7期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部