This paper considers the upper orthant and extremal tail dependence indices for multivariate t-copula. Where, the multivariate t-copula is defined under a correlation structure. The explicit representations of the tai...This paper considers the upper orthant and extremal tail dependence indices for multivariate t-copula. Where, the multivariate t-copula is defined under a correlation structure. The explicit representations of the tail dependence parameters are deduced since the copula of continuous variables is invariant under strictly increasing transformation about the random variables, which are more simple than those obtained in previous research. Then, the local monotonicity of these indices about the correlation coefficient is discussed, and it is concluded that the upper extremal dependence index increases with the correlation coefficient, but the monotonicity of the upper orthant tail dependence index is complex. Some simulations are performed by the Monte Carlo method to verify the obtained results, which are found to be satisfactory. Meanwhile, it is concluded that the obtained conclusions can be extended to any distribution family in which the generating random variable has a regularly varying distribution.展开更多
China English is an objective existence as a performance variety used in China.It is based on standard English and possesses Chinese characteristics.The Chinese characteristics of China English are reflected in the ph...China English is an objective existence as a performance variety used in China.It is based on standard English and possesses Chinese characteristics.The Chinese characteristics of China English are reflected in the phonology,vocabulary,syntax,rhetoric and text,particularly in the vocabulary.This essay will discuss the features of China English from the following three aspects: the development of English in China;the comparison between China English,Pidgin English and Chinese English and the Chinese words borrowed by English.展开更多
基金The National Natural Science Foundation of China(No.11001052,11171065)the National Science Foundation of Jiangsu Province(No.BK2011058)the Science Foundation of Nanjing University of Posts and Telecommunications(No.JG00710JX57)
文摘This paper considers the upper orthant and extremal tail dependence indices for multivariate t-copula. Where, the multivariate t-copula is defined under a correlation structure. The explicit representations of the tail dependence parameters are deduced since the copula of continuous variables is invariant under strictly increasing transformation about the random variables, which are more simple than those obtained in previous research. Then, the local monotonicity of these indices about the correlation coefficient is discussed, and it is concluded that the upper extremal dependence index increases with the correlation coefficient, but the monotonicity of the upper orthant tail dependence index is complex. Some simulations are performed by the Monte Carlo method to verify the obtained results, which are found to be satisfactory. Meanwhile, it is concluded that the obtained conclusions can be extended to any distribution family in which the generating random variable has a regularly varying distribution.
文摘China English is an objective existence as a performance variety used in China.It is based on standard English and possesses Chinese characteristics.The Chinese characteristics of China English are reflected in the phonology,vocabulary,syntax,rhetoric and text,particularly in the vocabulary.This essay will discuss the features of China English from the following three aspects: the development of English in China;the comparison between China English,Pidgin English and Chinese English and the Chinese words borrowed by English.
