| 具有分段线性水平截线的双参数Copula函数簇 |
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| 引用本文： | 曾传华. 具有分段线性水平截线的双参数Copula函数簇[J]. 西南师范大学学报(自然科学版), 2011, 36(4) |
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| 作者姓名： | 曾传华 |
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| 作者单位： | 安徽工业大学数理学院,安徽马鞍山,243024 |
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| 基金项目： | 重庆市重点实验室开放基金资助项目 |
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| 摘 要： | 构造了一类具有分段线性水平截线的双参数Copula函数簇,并讨论了这类Copula函数簇的绝对连续性和极限性质.
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| 关 键 词： | Copula函数 水平截线 分段线性 |
A Class of Two-Parameter Copulas with Piecewise Linear Horizontal Sections |
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| ZENG Chuan-hua. A Class of Two-Parameter Copulas with Piecewise Linear Horizontal Sections[J]. Journal of southwest china normal university(natural science edition), 2011, 36(4) |
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| Authors: | ZENG Chuan-hua |
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| Affiliation: | ZENG Chuan-huaSchool of Mathematics and Physics,Anhui University of Technology,Ma'anshan Anhui 243024,China |
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| Abstract: | Copula constructing is a crucial problem in the theory of copulas.This paper constructs a class of two-parameter bivariate copulas with piecewise linear horizontal sections whose graph is composed of two segments.It is a wide class of copulas which contains some known copulas.Furthermore,several properties of the copulas in the new class concerning absolute continuity,singular components and limits are discussed. |
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| Keywords: | Copula function horizontal sections piecewise linear |
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