%0 Journal Article %T Nonexchangeable Degrees of Best-Possible Bounds for Copulas Specified at a Single Interior Point
某个单点值给定的Copula最优界的不可交换性度量 %A DONG Yongquan %A
董永权 %J 系统科学与数学 %D 2008 %I %X The degrees of nonexchangeability about the best bounds of Copulas being specified at a single interior point are studied to construct four maximally nonexchangeable Copulas whose features and properties are studied as whell. Moreover this paper define non-radially and non-jointly symmetry about random variables and Copulas, and show that for the four Copulas the three nonexchangeable measures are equivelent. On the other hand, using $L_P$ distance theory we calculate another nonexchangeable degree formulate whose normal coefficient is k_p=3^{p+1}(p+1){{p+2} \over 4}, in particular, the formulate with k_1={27 \over 2} or k_2=81 may be commonly used. %K Copulas %K nonexchangeable random variables %K correlation coefficient %K bounds %K distance
相关结构函数 %K 不可交换随机变量 %K 界 %K 相关系数 %K 距离 %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=4E30E6ECD7530C079FA63B23E111DD10&yid=67289AFF6305E306&vid=D3E34374A0D77D7F&iid=DF92D298D3FF1E6E&sid=AE1A1B758F4F84BC&eid=B65E5C7BA0DC04DC&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=7