首页> 外文会议>Third international symposium on information science and engineering >Concordance Measures of a Class of Two-Parameter with Cube Generalized FGM Copulas
【24h】

Concordance Measures of a Class of Two-Parameter with Cube Generalized FGM Copulas

机译:一类具有立方体广义FGM Copulas的二参数协调性测度

获取原文

摘要

We study four groups of generalized FGM Copulas whose Kendall's? and Spearman's? contain nearly two parameters, with 3? = 2?, that make them describe the dependence structure of the data more flexible and accurate than FGM Copula. Taking the relief factors of drainage height difference and cutting degree for example, this paper gives four specific Copulas which can prepared exactly to the dependence structure of the data.
机译:我们研究了四组广义的FGM Copulas,它们的Kendall是?和斯皮尔曼的?包含将近两个参数,其中3个? = 2 ?,这使它们比FGM Copula更加灵活,准确地描述数据的依存结构。以排水高度差和切割程度的缓解因子为例,给出了四种具体的Copulas,它们可以精确地拟合数据的依存结构。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号