会议专题

Bounds of Quadrant-Copula and Its Properties

Based on the analysis of the definition of copula function as well as the discussion of its bounds, the quadrant-copula function connected with the copula function is presented. The relationship between the second quadrant-copula and the general copula is given mainly, its bounds, upper and lower bounds also are presented when its value at a single point is known. Some important properties of the second quadrant-copula are discussed under strict monotone transformation on its random variables.

Quadrant-Copula Copula Survival Function the Frechlet-Hoeffding Bounds

LV Duanguo LI Shushan

College of Information Science and Engineering, Shandong University of Science and Technology, Qingdao, P.R.China, 266510

国际会议

2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

青岛

英文

1-4

2009-07-25(万方平台首次上网日期,不代表论文的发表时间)