发布求助
文献互助 智能选刊 最新文献

用关联的共copula变换一个copula

IF 0.6 Q4 STATISTICS & PROBABILITY
Dependence Modeling Pub Date : 2018-12-01 DOI:10.1515/demo-2018-0017
S. Girard
{"title":"用关联的共copula变换一个copula","authors":"S. Girard","doi":"10.1515/demo-2018-0017","DOIUrl":null,"url":null,"abstract":"Abstract We investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation. Symmetry, association, ordering and dependence properties of the resulting copula are established.","PeriodicalId":43690,"journal":{"name":"Dependence Modeling","volume":"6 1","pages":"298 - 308"},"PeriodicalIF":0.6000,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/demo-2018-0017","citationCount":"1","resultStr":"{\"title\":\"Transformation of a copula using the associated co-copula\",\"authors\":\"S. Girard\",\"doi\":\"10.1515/demo-2018-0017\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract We investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation. Symmetry, association, ordering and dependence properties of the resulting copula are established.\",\"PeriodicalId\":43690,\"journal\":{\"name\":\"Dependence Modeling\",\"volume\":\"6 1\",\"pages\":\"298 - 308\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2018-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1515/demo-2018-0017\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Dependence Modeling\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/demo-2018-0017\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Dependence Modeling","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/demo-2018-0017","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1

摘要

摘要研究了一种新的基于协copula和单变量函数的协copula变换的性质。结果表明，联结文献中的几个族可以解释为这种转换的特定输出。建立了所得到的联结的对称性、关联性、序性和依赖性。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
分享
查看原文 本刊更多论文
Transformation of a copula using the associated co-copula
Abstract We investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation. Symmetry, association, ordering and dependence properties of the resulting copula are established.
求助全文
通过发布文献求助，成功后即可免费获取论文全文。 去求助
来源期刊
Dependence Modeling
Dependence Modeling STATISTICS & PROBABILITY-
CiteScore
1.00
自引率
0.00%
发文量
18
审稿时长
12 weeks
期刊介绍： The journal Dependence Modeling aims at providing a medium for exchanging results and ideas in the area of multivariate dependence modeling. It is an open access fully peer-reviewed journal providing the readers with free, instant, and permanent access to all content worldwide. Dependence Modeling is listed by Web of Science (Emerging Sources Citation Index), Scopus, MathSciNet and Zentralblatt Math. The journal presents different types of articles: -"Research Articles" on fundamental theoretical aspects, as well as on significant applications in science, engineering, economics, finance, insurance and other fields. -"Review Articles" which present the existing literature on the specific topic from new perspectives. -"Interview articles" limited to two papers per year, covering interviews with milestone personalities in the field of Dependence Modeling. The journal topics include (but are not limited to):　 -Copula methods -Multivariate distributions -Estimation and goodness-of-fit tests -Measures of association -Quantitative risk management -Risk measures and stochastic orders -Time series -Environmental sciences -Computational methods and software -Extreme-value theory -Limit laws -Mass Transportations
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信