ĳ������ֵ����ʱCopula���Ž��Ⱥ�ṹ�Ϳ�խ��

Abstract
Figure/Table
References
Related Citation (1)

Download: PDF (453 KB) HTML (1 KB)
Export: BibTeX | EndNote (RIS)

Abstract

We express the group structure of
sets of a copula $\100dpi \inline $C(u,v)$$ , survival copula $\100dpi \inline $\wh{C}$$ , the dual of a
copula $\100dpi \inline $\wt{C}$$ , and the co-copula $\100dpi \inline $C^*$$ , give the best-possible
bounds for the last three functions where the value of every
function is known at a single point. Especially, we find an general
narrowing effectiveness coefficient $\100dpi \inline $m(\theta)$$ for $\100dpi \inline $C(a,b)=\theta$$ ,
compare the values of $\100dpi \inline $m(\theta)$$ where $\100dpi \inline $C(1/2,1/2)=\theta$$ to
thoses for $\100dpi \inline $a,b$$ being other values in $\100dpi \inline $[0,1]$$ .

Corresponding Authors: Xu Fuxia

	Service

	E-mail this article
	Add to my bookshelf
	Add to citation manager
	E-mail Alert
	RSS
	Articles by authors

Cite this article:

URL:

http://aps.ecnu.edu.cn/EN/ OR http://aps.ecnu.edu.cn/EN/Y2014/V30/I1/12