کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
391555 661856 2015 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Quadratic constructions of copulas
ترجمه فارسی عنوان
ساختارهای مربعی کپی
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
چکیده انگلیسی

In the paper we introduce and study quadratic constructions of copulas based on composition of a copula and some quadratic polynomial. We characterize all quadratic polynomials whose composition with an arbitrary copula always results in a copula. Due to this result, we can assign a two-parametric class KCc,d of copulas with parameters (c,d)(c,d) in a certain subset Ω⊆R2Ω⊆R2 to each copula C. Moreover, we also determine all copulas invariant with respect to the quadratic constructions presented. This investigation brings two interesting parametric classes of copulas. We show that the union of these two classes is equal to the so-called Plackett family of copulas. We add some properties of these copulas and their statistical consequences.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Information Sciences - Volume 310, 20 July 2015, Pages 69–76
نویسندگان
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