对偶copula的界及其性质

Bounds of the dual of a copula and its properties

介绍了对偶copulaC与copula的关系,推导出了它的上、下界以及它在某个单点值给定时的界.最后讨论了C 的随机变量经过单调变换后C的一些重要性质.

This paper introduces the relationship between the dual of a copula C and a copula, then gives its upper and lower bounds and the bounds when its value is known at a single point. Finally, some important properties of C are discussed when its random variables under strictly monotone transform.