On structural properties of an asymmetric copula family and its statistical implication

Lee Woojoo; Kim Mijeong; Ahn Jae Youn

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On structural properties of an asymmetric copula family and its statistical implication

机译：论非对称拷贝家族的结构性质及其统计意义

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Constructing new copulas by transforming a given copula is necessary to enhance the flexibility of the existing copula family. Among various copula transformations, the Khoudraji transformation (K-transformation), described in [16], provides a promising way to create asymmetric copulas. In this study, we completely characterize the invariance property of the K-transformation and discuss how the K-transformation changes measures of association or asymmetry of a copula. In particular, this study explores the identifiability issue of Khoudraji-transformed copula families. Some conditions for guaranteeing identifiable transformed copula families are provided. (C) 2019 Elsevier B.V. All rights reserved.

机译：需要通过转换给定的Copula构建新的Copulas，以增强现有的Copula系列的灵活性。在各种Copula转化中，[16]中描述的Khoudraji转化（K转化）提供了产生不对称共用的有希望的方法。在这项研究中，我们完全表征了K转换的不变性属性，并讨论了K转换变化的措施的关联或拷贝的不对称性。特别是，本研究探讨了康拉吉转型的拷贝族家庭的可识别性问题。提供了保证可识别的转换拷贝家族的一些条件。（c）2019 Elsevier B.v.保留所有权利。

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来源
《Fuzzy sets and systems》 |2020年第15期|126-142|共17页
作者
Lee Woojoo; Kim Mijeong; Ahn Jae Youn;
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作者单位

Inha Univ Dept Stat 235 Yonghyun Dong Incheon 402751 South Korea;

Ewha Womans Univ Dept Stat 11-1 Daehyun Dong Seoul 120750 South Korea;

Ewha Womans Univ Dept Stat 11-1 Daehyun Dong Seoul 120750 South Korea;

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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
关键词
Asymmetric copula; Copula transformation; Identifiability; Marshall-Olkin copula;

机译：不对称拷贝;Copula转化;可识别性;马歇尔 - olkin copula;

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1. Comment on 'Trivariate statistical analysis of extreme rainfall events via the Plackett family of copulas' by Shih-Chieh Kao and Rao S. Govindaraju: How are trivariate copulas put to use? [J] . T. P. Hutchinson Water resources research . 2010,第4期

机译：Shih-Chieh Kao和Rao S. Govindaraju对“通过copckets的Plackett家族对极端降雨事件进行三变量统计分析”的评论：如何使用三变量copulas？
2. New families of symmetric/asymmetric copulas [J] . Radko Mesiar, Vadoud Najjari Fuzzy sets and systems . 2014,第octa1期

机译：对称/不对称系膜的新家族
3. Reply to comment by T. P. Hutchinson on 'Trivariate statistical analysis of extreme rainfall events via the Plackett family of copulas' [J] . Shih-Chieh Kao, Rao S. Govindaraju Water resources research . 2010,第4期

机译：回答T. P. Hutchinson关于“通过科帕拉斯的普拉基特家族对极端降雨事件进行三变量统计分析”的评论
4. HEMODYNAMIC AND STRUCTURAL IMPLICATIONS OF ASYMMETRIC DEPLOYMENT OF TRANSCATHETER AORTIC VALVES - AN IN VITRO STUDY [C] . Paul S. Gunning, Neelakantan Saikrishnan, Ajit P. Yoganathan, ASME bioengineering conference . 2014

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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. Family A and family B DNA polymerases are structurally related: evolutionary implications. [O] . W Zhu, J Ito 1994

机译：家族A和家族B DNA聚合酶在结构上相关：进化意义。
7. Comment on "Trivariate statistical analysis of extreme rainfall events via the Plackett family of copulas" by Shih-Chieh Kao and Rao S. Govindaraju: How are trivariate copulas put to use? [O] . Hutchinson T. 2010

机译：评论由shih-Chieh Kao和Rao s. Govindaraju撰写的“通过plackett家族的极端降雨事件的三元统计分析”：如何使用三变量copulas？

On structural properties of an asymmetric copula family and its statistical implication

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