| 经验过程在阿基米德Copula拟合优度检验中的应用 |
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| 引用本文： | 叶美芳.经验过程在阿基米德Copula拟合优度检验中的应用[J].莆田高等专科学校学报,2012(5):8-13. |
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| 作者姓名： | 叶美芳 |
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| 作者单位： | 福建师范大学数学与计算机科学学院,福建福州350007 |
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| 基金项目： | 福建省教育厅A类项目（JA12060） |
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| 摘 要： | 针对阿基米德Copula所特有的变量可交换性，提出了一种基于经验Copula过程的新拟合优度检验方法。不同于一般的Copula拟合优度检验，该方法在选择最优的阿基米德Copula时具有良好的效果。
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| 关 键 词： | 阿基米德Copula 经验Copula过程 拟合优度检验 Bootstrap p-值 |
The Application of the Empirical Copula Processes in A Goodness-of-fit Test for Archimedean Copula Models |
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| YE Mei-fang.The Application of the Empirical Copula Processes in A Goodness-of-fit Test for Archimedean Copula Models[J].Journal of Putian College,2012(5):8-13. |
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| Authors: | YE Mei-fang |
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| Institution: | YE Mei-fang ( School of Mathematics and Computer Science, Fujian Normal University, Fuzhou Fujian 350007, China ) |
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| Abstract: | Due to the fact that in Archimedean Copula the variables are exchangeable, a new method, which is based on empirical Copula process, is proposed in the goodness-of-fit tests for Copulas. Different from the goodness-of-fit tests for general Copulas, this method has positive effect on choosing the optimal Archimedean Copula. |
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| Keywords: | Archimedean Copula empirical Copula process goodness-of-fit test Bootstrap p-value |
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