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.
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.
出处
《应用数学》
CSCD
北大核心
2008年第S1期48-51,共4页
Mathematica Applicata
关键词
COPULA
一致有序
相依性
对称性
相关测
Concordance ordering
Copulas
Dependence concepts
Measures of association
Symmetry properties
