改良的Celebioglu-Cuadras copula的再探讨

C. Chesneau
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引用次数: 1

摘要

近年来,人们通过修改著名系词的数学结构,努力提高对其依赖性建模的范围。这就是所谓的Celebioglu Cuadras copula的情况。在这篇文章中,我们通过(i)显著改进文献中关于Celebioglu Cuadras copula的修改版本的容许值的现有结果,以及(ii)使用额外的设置形状参数研究该修改copula的推广,为这一主题做出了贡献。讨论了引入的copula的特征,包括copula相关函数的形状、各种对称和依赖结构类型、copula不等式、各种相关测度和二元分布生成。特别是,我们强调了这样一个事实,即它们是建模各种负类型依赖关系的理想选择,并为Celebioglu-Cuadras和Gumbel-Barnett copula提供了一个有趣的替代方案。制作了一些图形,并进行了数字工作作为支持。
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A revisit of the modified Celebioglu-Cuadras copula
. In recent years, efforts have been made to improve the scope of modeling the dependence of well-known copulas by modifying their mathematical structure. This was the case, among others, of the so-called Celebioglu-Cuadras copula. In this article, we make contributions to this subject by (i) significantly improving an existing result from the literature on the admissible values for a modified version of the Celebioglu-Cuadras copula and (ii) studying a generalization of this modified copula using an additional setting shape parameter. The characteristics of the introduced copulas are discussed, including the shapes of the copula-related functions, various symmetry and dependence structure types, copula inequalities, diverse correlation measures, and bivariate distribution generation. In particular, we highlight the fact that they are ideal for modeling a wide variety of negative-type dependencies and offer an interesting alternative to the Celebioglu-Cuadras and Gumbel-Barnett copulas. Several graphics are produced, and digital work is carried out as support.
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