Negative Relevance of a Class of Generalized FGM Copulas

摘要

We construct a class of generalized FGM Copulas, whose Kendall's T and Spearman's p reach all the values in the intervals [-1/2, 0] and [-3/4, 0], and the relationship between them is 3τ = 2p. As an application, we discuss the relationship between the T and p of the two relief factors of drainage area and gap-bed gradient of debris flow, give the parameter estimates, and get the two specific generalized FGM Copula which can fit well to the data structure.