| 非径向对称随机向量的研究 |
| |
| 引用本文： | 梁冯珍,史道济. 非径向对称随机向量的研究[J]. 工程数学学报, 2007, 24(5): 834-840 |
| |
| 作者姓名： | 梁冯珍 史道济 |
| |
| 作者单位： | 天津大学理学院,天津,300072;天津大学理学院,天津,300072 |
| |
| 摘 要： | 本文利用过定点的Copula的最佳上、下界,构造了4个奇异Copula;证明了任意Copula与其生存Copula差的绝对值的上确界是三分之一;给出了度量随机变量非径向对称的方法;研究了最大非径向对称随机变量的性质及相关性度量的界。
|
| 关 键 词： | Copula 最大非径向对称随机向量 Spearman秩相关系数 Kendall秩相关系数 |
| 文章编号： | 1005-3085（2007）05-0834-07 |
| 修稿时间： | 2005-10-18 |
Research on the Radial Asymmetric Random Variables |
| |
| LIANG Feng-zhen,SHI Dao-ji. Research on the Radial Asymmetric Random Variables[J]. Chinese Journal of Engineering Mathematics, 2007, 24(5): 834-840 |
| |
| Authors: | LIANG Feng-zhen SHI Dao-ji |
| |
| Affiliation: | Institute of Science, Tianjin University, Tianjin 300072 |
| |
| Abstract: | In this paper,four Copulas are constructed by using the best upper and lower bounds of Copulas.It is proved that the supremum of absolute value of the difference between Copula and its survival Copula is one third.The methods are provided to measure the radial asymmetric random variables.The properties and bounds of the dependence measure are discussed about the maximum radial asymmetric random variables. |
| |
| Keywords: | Copula maximally radial asymmetric random variables Spearman's rank correlation coefficient Kendall's rank correlation coefficient |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
