一族两个参数自相似Copulas函数与其关联性度量

On concordance measures and a two-parameter family of self-similar Copulas

运用Fredricks et al构造自相似Copulas函数族的方法,研究由一族两个参数自相似Copulas函数Cr,a导出的三个关联性度量指标Kendall’sτ,Spearman’sρ和Gini’sγ,得到Cr,a所满足的泛函方程.

In this paper,through Fredricks et al constructed families of Copulas,we study certain measures of dependence of association for a two-parameter family of self-similar Copulas C such as Kendall＇ s τ, Spearman＇ s ρ and Gini＇ s γ,and we require Cr.a satisfies functional equation.