| 对偶copula的界及其性质 |
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| 引用本文： | 曾霞,李霞.对偶copula的界及其性质[J].西南民族学院学报(自然科学版),2005,31(1):21-23. |
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| 作者姓名： | 曾霞 李霞 |
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| 作者单位： | 西南交通大学数学系，西南交通大学数学系 成都 610031，成都 610031 |
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| 摘 要： | 介绍了对偶Copula ^C与copula的关系，推导出了它的上、下界以及它在某个单点值给定时的界，最后讨论了^C的随机变量经过单调变换后^C的一些重要性质。
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| 关 键 词： | copula 对偶copula Fr6chlet-Hoeffding界 严格单调 |
| 文章编号： | 1003-2843(2005)01-0021-03 |
| 修稿时间： | 2004年8月18日 |
Bounds of the dual of a copula and its properties |
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| ZENG Xia,LI Xia.Bounds of the dual of a copula and its properties[J].Journal of Southwest Nationalities College(Natural Science Edition),2005,31(1):21-23. |
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| Authors: | ZENG Xia LI Xia |
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| Abstract: | This paper introduces the relationship between the dual of a copula C and a copula, then gives its upper and lower bounds and the bounds when its value is known at a single point. Finally, some important properties of C are discussed when its random variables under strictly monotone transform. |
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| Keywords: | copula dual of a copula Frechlet-Hoeffding bound strictly monotone |
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