协copula的界及其性质

Bounds of the Co-copula and its Properties

从copula的性质出发,介绍了协copulaC*的定义和它与copula的密切关系.推导出协copulaC*的上下界,得出了当给定协copulaC*的某个单点值时C*的上下界,最后讨论了随机变量在严格单调变化下,C*具有的良好的规律性变化.

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