FGM二元copuln的新非对称扰动及一致性保持问题

Mohamed El maazouz, A. Sani
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引用次数: 0

摘要

摘要基于微扰理论,引入了新的copula,阐明了非对称copula的对称化过程。并给出了对称联结的一些性质,主要是调和守恒。最后,我们考察了一些具有指定对称部分的联结。治疗的起点是独立copula,最后一个将是Farlie-Gumbel-Morgenstein家族的任意成员。同时,我们从拓扑上研究了所有对称copula的集合,并给出了它的一些经典性质和新的性质。
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New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems
Abstract New copulas, based on perturbation theory, are introduced to clarify a symmetrization procedure for asymmetric copulas. We give also some properties of the symmetrized copula mainly conservation of concordance. Finally, we examine some copulas with a prescribed symmetrized part. The start point of the treatment is the independence copula and the last one will be an arbitrary member of Farlie-Gumbel-Morgenstein family. By the way, we study topologically, the set of all symmetric copulas and give some of its classical and new properties.
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来源期刊
Moroccan Journal of Pure and Applied Analysis
Moroccan Journal of Pure and Applied Analysis Mathematics-Numerical Analysis
CiteScore
1.60
自引率
0.00%
发文量
27
审稿时长
8 weeks
期刊最新文献
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