引出连音的一种方法

4open Pub Date : 2023-01-01 DOI:10.1051/fopen/2023001

V. González-López, Vinícius Litvinoff Justus

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引用次数: 1

摘要

本文介绍了一种构造联结函数的方法。该方法是基于组合两个copula的偏导数。我们证明了该方法提供了一个联结公式。然后，我们举例说明了该方法在几个案例中的应用，说明了该方法的通用性。我们也用Rodríguez-Lallena和Úbeda-Flores(2004)中引入的家族中的联结来证明[Stat Probab Lett 66, 3,315 - 325]。https://doi.org/10.1016/j.spl.2003.09.010]，该方法在该家族中提供了一个联结。

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A method for the elicitation of copulas

In this paper, we introduce a method to construct copulas. The method is based on combining the partial derivatives of two copulas. We prove that the proposed method provides a copula. Then, we exemplify the application of the method in several cases, illustrating the versatility of the method. We also prove that using copulas from the family introduced in Rodríguez-Lallena and Úbeda-Flores (2004) [Stat Probab Lett 66, 3, 315–325. https://doi.org/10.1016/j.spl.2003.09.010], the method provides a copula inside that family.

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