摘要
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.
出处
《南阳师范学院学报》
CAS
2014年第9期4-8,共5页
Journal of Nanyang Normal University
关键词
关联性度量
自相似Copulas函数
分形支撑
分布函数
concordance (associated) measures
self-similar Copulas
fractal support
distribution function