| 基于核方法的Copula函数的估计 |
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| 引用本文： | 种庆,常迎香,马志锋. 基于核方法的Copula函数的估计[J]. 南阳理工学院学报, 2010, 2(4): 101-103 |
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| 作者姓名： | 种庆 常迎香 马志锋 |
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| 作者单位： | 兰州交通大学,数理与软件工程学院,甘肃,兰州,730070 |
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| 摘 要： | 介绍了Copula函数的基本定义和性质以及非参数统计中的核估计方法,运用核估计方法来估计Copula函数,应用核估计的性质证明了估计出的Copula函数是真实Copula函数的一致强相合。
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| 关 键 词： | Copula函数 核估计 一致强相合 |
COPULA FUNCTION BASED ON KERNEL METHOD ESTIMATES |
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| CHONG Qing,CHANG Ying-xiang,MA Zhi-feng. COPULA FUNCTION BASED ON KERNEL METHOD ESTIMATES[J]. Journal of Nanyang Institute of Technology, 2010, 2(4): 101-103 |
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| Authors: | CHONG Qing CHANG Ying-xiang MA Zhi-feng |
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| Affiliation: | (School of Mathematics,Physics ＆ Software Engineering,Lanzhou Jiaotong University,Lanzhou 730070,China) |
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| Abstract: | Copula functions and the basic definitions and properties of the nuclear non-parametric statistical estimation methods are described in detail,Copula function is obtained by kernel estimation method,and the nature of the application of nuclear estimated proved estimate of the Copula function is real Consistency. |
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| Keywords: | Copula functions Kernel estimation Uniformly strong consistency |
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