| Distribution Functions of Copulas |
| |
| 作者姓名： | 李永红 何平 |
| |
| 作者单位： | Department of Mathematics Southwest Jiaotong University，Department of Mathematics，Southwest Jiaotong University，Chengdu 610031，China，Chengdu 610031，China |
| |
| 摘 要： | A general method was proposed to evaluate the distribution function of . Some examples were presented to validate the application of the method. Then the sufficient and necessary condition for that the distribution function of is uniform was proved.
|
| 关 键 词： | Copulas函数 分布函数 C测度 评价 |
| 文章编号： | 1005-2429（2007）03-0252-05 |
| 修稿时间： | 2006-12-08 |
Distribution Functions of Copulas |
| |
| LI Yong-hong,He Ping.Distribution Functions of Copulas[J].Journal of Southwest Jiaotong University,2007,15(3):252-256. |
| |
| Authors: | LI Yong-hong He Ping |
| |
| Institution: | Department of Mathematics, Southwest Jiaotong University, Chengdu 610031, China |
| |
| Abstract: | A general method was proposed to evaluate the distribution function of . Some examples were presented to validate the application of the method. Then the sufficient and necessary condition for that the distribution function of is uniform was proved. |
| |
| Keywords: | Copulas C-measure Distribution function |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
