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随机变量之间相依性的有关研究
A study of dependence between random variables
【摘要】 随着copulas理论知识的完善,copulas用于相依性的研究也越来越多,从随机变量单调变换的角度出发,给出了在随机变量单调变换的情况下,它们之间的相依性以及相关性所发生的变化,进一步挖掘了copulas在相依性研究中的运用.
【Abstract】 With the perfection of the theory of copulas, more and more studies of dependence between variables are related with copulas. This paper provides the changes of the dependence and association between random variables when they vary in monotone ways and finds out another application of copulas in the study of dependence.
- 【文献出处】 西南民族大学学报(自然科学版) ,Journal of Southwest University for Nationalities (Natural Science Edition) , 编辑部邮箱 ,2005年03期
- 【分类号】O211.5
- 【被引频次】12
- 【下载频次】257