两类特殊的联系函数(Copula)

Two Particular Families of Copulas

提出两类联系函数,它们是阿基米德联系函数与F réchet-Hoeffd ing界的融合,是正序簇.一类介于F réchet-Hoeffd ing下界与一个特殊的联系函数之间;另一类介于F réchet-Hoeffd ingshang上界与一个特殊的联系函数之间.本文最后提出几个有待解决的问题.

In this paper we present two families of Copulas which are the combination of the Archimedean Copulas and the Fréchet-Hoeffding bounds. One family of the Copulas is exactly between the Fréchet-Hoeffding lower bound and a particular Copulas, the other is exactly between the Fréchet-Hoeffding upper bound and a particular Copular. Finally, some open problems are posed.