摘要
介绍了二元Copula函数定义和Sklar定理,提出了基于F类函数一种新的二元Copula构造形式,并对这种二元Copula函数的性质进行推导和研究。Copula函数的实际应用极为广泛,这种新的二元Copula函数可以扩大函数模型的选择范围,有利于我们选择恰当的Copula函数模型来解决实际问题。
This paper introduces the definition of 2-Copula and the Sklar theorem, puts forward a new method to construct 2-Copula based on F-function. Furthermore, the properties of this new Copula function are analyzed. This Copula function has wide practical application and can expand the range of chance for function model, which helps choose the appropriate Copula function model so as to solve actual problems.
出处
《太原科技大学学报》
2015年第6期486-490,共5页
Journal of Taiyuan University of Science and Technology
基金
校博士启动基金(20122026)
2013省级UIT项目(2013244)
