某个单点值给定时Copula最优界的群结构和宽窄度

Group Structure and Narrowing Effectiveness of Best-Possible Bounds for Copulas Specified at a Single Interior Point

  • 摘要: 本文证明了copula , 生存copula , 对偶copula 和伴随copula 关于copula的复合运算构成一个四元群, 给出了当某个单点值给定时它们的最优上下界. 计算了, 时copula最优上下界的宽窄度, 并与时的宽窄度进行了比较.

     

    Abstract: We express the group structure of sets of a copula , survival copula , the dual of a copula , and the co-copula , 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 for , compare the values of where to thoses for being other values in .

     

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