全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

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

Keywords: Copulas,nonexchangeable random variables,correlation coefficient,bounds,distance
相关结构函数
,不可交换随机变量,,相关系数,距离

Full-Text   Cite this paper   Add to My Lib

Abstract:

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.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133