摘要
本文讨论了生成元为双参数情形的二维阿基米德Copula的尾相关系数,以及高维单参数族和双参数族情形.而且对于二维和高维的尾相关系数进行比较.
In this paper, the tail-dependent coefficients of Archimedean Copula, of which generator contains two parameters, are presented, also for high dimension. And the contrast between the binary and high dimension are compared.
出处
《西南民族大学学报(自然科学版)》
CAS
2008年第5期921-925,共5页
Journal of Southwest Minzu University(Natural Science Edition)