二元Copula的性质

张孔生;李柏年

系统科学与数学 ›› 2010, Vol. 30 ›› Issue (12) : 1719-1726.

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PDF(318 KB)
系统科学与数学 ›› 2010, Vol. 30 ›› Issue (12) : 1719-1726. DOI: 10.12341/jssms09446
论文

二元Copula的性质

    张孔生, 李柏年
作者信息 +

Properties on Bivariate Copula

    ZHANG Kongsheng, LI Bainian
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文章历史 +

摘要

给出二元Copula为弱Schur凹的充分必要条件.引入弱Schur几何凹的概念,讨论了一类Copula的弱Schur凹及其弱Schur几何凹.综合考虑了左边块对称与右边块对称, 回答了王沁提出的几个问题,
提出几个进一步讨论的问题.

Abstract

In this paper a sufficient and necessary condition for copulas involving weak Schur-concavity is given. The weak geometric Schur concavity is introduced and studied. Some examples are provided. We consider the left block symmetry combined with the right block symmetry and answer some questions proposed by Wang Qin. Finally, some questions for further research are presented.

关键词

Copula / 弱Schur凹 / 弱Schur几何凹 / 对称.

Key words

Copula / weak Schur concavity / weak Schur geometric concavity / symmetry.

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张孔生 , 李柏年. 二元Copula的性质. 系统科学与数学, 2010, 30(12): 1719-1726. https://doi.org/10.12341/jssms09446
ZHANG Kongsheng , LI Bainian. Properties on Bivariate Copula. Journal of Systems Science and Mathematical Sciences, 2010, 30(12): 1719-1726 https://doi.org/10.12341/jssms09446
中图分类号: 26B25    60E05   
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