Concordance measures of an ordinal sum of a class of Copulas

Fuxia Xu, Y. Dong
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Abstract

In order to describe the dependence structure of the two relief factors of debris flow of main channel length and drainage height difference, this paper provides an ordinal sum of a class of Copulas, such that its concordance measures of Kendall's τ and Spearman's ρ being suitable for the data. The parameters in Copulas are calculated to get some specific Copulas, which can be better fitting to the dependence structure of the two relief factors.
一类共轭数列的有序和的一致性测度
为了描述泥石流主河道长度和水系高差两个地形因子的依赖结构,本文给出了一类copula的有序和,使其Kendall τ和Spearman ρ的一致性度量适合于该数据。对copula中的参数进行了计算,得到了一些特定的copula,这些copula可以更好地拟合两种地形因子的依赖结构。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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