具有n次多项式截面的Copula函数

Copulas with n-th-order Polynomial Sections

本文构造一类具有n次多项式截面的Copula函数C(x,y),并给出了C(x,y)是Copula函数的两个充分必要条件,同时推导出此类Copula函数的若干性质,包括对称性和相关度量等.

In the paper we present a method to construct families of copulas with n-th-order polynomial sections.Symmetry properties,measures of association of these copulas are studied as well.Finally families of Kotz and Johnson's iterated FGM copulas are provided to verify these theorems and properties.