一种简单的基于工程的多维阿基米德联结构造方法

Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI:10.1145/3274250.3274253

Xiangpo Zhang

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引用次数: 0

摘要

Copula理论和方法在许多领域的相关性研究中得到了广泛应用。为满足多维联结体构造的需求，提出了一种易于工程化的多维阿基米德联结体构造方法。给出了具体的施工步骤、论证和施工实例。在此基础上，该方法利用了NEA方法和PCC方法的优点，能够描述不同依赖结构之间的关联关系。此外，在使用联结法的工程应用中，该方法简单易用。

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An Easily Engineering-Based Multi-Dimensional Archimedean Copula Construction Method

Copula theory and method have been wildly used in the dependence research in many fields. To meet the demand of multi-dimensional copula construction, an easily engineering -based multi-dimensional Archimedean copula construction method has been proposed in this paper. Specific construction procedures, proof and construction examples are given. From these, the method proposed takes the advantages of NEA method and PCC method and could describe the relevancy relationship among the different dependent structures. Besides, it is simple and easy to use in the engineering applications where copula methods are used.

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Proceedings of the 2018 1st International Conference on Mathematics and Statistics

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