摘要
对传统的几种相关性测度指标进行对比分析,并探讨了Copula函数在相关分析中的应用。结果表明,Copula函数是相关性测度的"归一"指标,且能提供更丰富的相关信息,在相关分析中具有独特的优势。
This paper presents a comparative study of traditional correlation measures,and discusses the application of copula function in correlation analysis.It＇s found that copula function can integrate correlation measures and as it can provide more information than other correlation measures,it boasts unique advantage in correlation analysis.
出处
《武汉科技大学学报》
CAS
2009年第6期664-668,共5页
Journal of Wuhan University of Science and Technology
基金
湖北省人文社会科学基金资助项目(2009q017)
武汉科技大学校基金资助项目(250089)
