Kendall Distribution Functions And Associative Copulas

Roger B; Nelsen; Jose Juan Quesada; Molina; Jose Antonio Rodnguez; Lallena; Manuel Ubeda; Flores

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Kendall Distribution Functions And Associative Copulas

机译：肯德尔分布函数和关联式

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摘要

In this paper, we prove that any Kendall distribution function is the Kendall distribution function of some associative copula. We use this result to show that each equivalence class of the relation "to have the same Kendall distribution function as" defined on the set of copulas contains a unique associative representative.

机译：在本文中，我们证明了任何Kendall分布函数都是某个关联系动词的Kendall分布函数。我们使用此结果来表明，在关联词集合上定义的“具有与...相同的肯德尔分布函数”的关系的每个等价类均包含唯一的关联代表。

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来源
《Fuzzy sets and systems》 |2009年第1期|p.52-57|共6页
作者
Roger B; Nelsen; Jose Juan Quesada; Molina; Jose Antonio Rodnguez; Lallena; Manuel Ubeda; Flores;
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作者单位

Department of Mathematical Sciences, Lewis & Clark College, Portland, OR 97219, USA;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
中图分类模糊数学;
关键词
archimedean copula; associative copula; copula; kendall distribution function; ordinal sum;

机译：阿基米德系数;联想系数;系数;肯德尔分布函数;有序和;

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1. Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function [J] . Susam Selim Orhun, Ucer Burcu Hudaverdi Journal of statistical computation and simulation . 2018,第13a15期

机译：基于肯德尔分布函数的伯恩斯坦估计，检验阿基米德系势的独立性
2. Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring [J] . Wang A, Oakes D Statistics & Probability Letters . 2008,第16期

机译：删失情况下双变量阿基米德copula模型中Kendall分布的一些性质
3. MULTIVARIATE ARCHIMEDEAN COPULAS, d-MONOTONE FUNCTIONS AND l_i-NORM SYMMETRIC DISTRIBUTIONS [J] . BY ALEXANDER J. MCNEIL, JOHANNA NE_LEHOV_ The Annals of Statistics: An Official Journal of the Institute of Mathematical Statistics . 2009,第5B期

机译：多元ARCHUMEDEAN COPULAS，d-单调函数和l_i-NORM对称分布
4. Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix [C] . Jan Gorecki, Martin Holena International workshop on new frontiers in mining complex patterns;European conference on machine learning and principles and practice of knowledge discovery in databases . 2014

机译：基于Kendall相关矩阵的分层阿基米德Copulas的结构确定和估计
5. Sampling Distributions in the Family of Skew Normal Distributions and Asymmetric Dependence Measures and Constructions of Copulas [D] . Zhu, Xiaonan 2019

机译：偏正态分布族中的抽样分布和非对称依赖度量及Copulas的构造
6. Estimating Multivariate Discrete Distributions Using Bernstein Copulas [O] . Victor Fossaluza, Luís Gustavo Esteves, Carlos Alberto de Bragança Pereira 2018

机译：使用Bernstein Copulas估算多变量离散分布
7. Archimedean Copula Parameter Estimation with Kendall Distribution Function [O] . Ayşe Metin KARAKAŞ, Mine DOĞAN 2017

机译：ARCHIMEDEAN COPULA参数估计与KENDALL分发功能

Kendall Distribution Functions And Associative Copulas

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