Method of creating Copula(生成Copula的两种简单方法)

Method of creating Copula(生成Copula的两种简单方法)

Copula概念的提出及其理论的完善，使得生成边缘分布函数是给定的联合分布函数变得容易多了.这样一来如何生成Copula便成了最关心的问题.提出两种方法生成Copula，这两种方法思想很简单，但常常能得到一些非常奇妙的Copula，使得对相互独立、不相关等概念有更深一步的理解....

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Bibliographic Details
Main Author:	WANGQin(王沁)
Format:	Article
Language:	zho
Published:	Zhejiang University Press 2006-03-01
Series:	Zhejiang Daxue xuebao. Lixue ban
Subjects:	copula 联合分布函数边缘分布函数
Online Access:	https://doi.org/zjup/1008-9497.2006.33.2.129-130

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