节点文献
基于阿基米德Copula的极尾相依Copula的渐近展开
The Asymptotic Expansion of Extreme Tail Dependence Copula Based on Archimedean Copula
【摘要】 基于Juri等提出的一阶正规变换条件下极尾相依Copula及其收敛定理,讨论在二阶正规变换的条件下,基于阿基米德Copula的极尾相依Copula的渐近展开.
【Abstract】 Based on the extreme tail dependence copula and its convergence theorems under the condition of first-order regular variation proposed by Juri et al, this paper proposes the extreme tail dependence copula’s asymptotic expansion under the condition of second-order regular variation.
【关键词】 二阶正规变换;
极尾相依Copula;
阿基米德Copula;
渐近展开;
【Key words】 second-order regular variation; extreme tail dependence copula; Archimedean copula; asymptotic expansion;
【Key words】 second-order regular variation; extreme tail dependence copula; Archimedean copula; asymptotic expansion;
- 【文献出处】 西南师范大学学报(自然科学版) ,Journal of Southwest China Normal University(Natural Science Edition) , 编辑部邮箱 ,2023年06期
- 【分类号】O211.4
- 【下载频次】12