کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
397625 | 1438439 | 2015 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Multivariate dependence concepts through copulas
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
هوش مصنوعی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper, multivariate dependence concepts such as affiliation, association and positive lower orthant dependent are studied in terms of copulas. Relationships among these dependent concepts are obtained. An affiliation is a notion of dependence among the elements of a random vector. It has been shown that the affiliation property is preserved using linear interpolation of subcopula. Also our results are applied to the multivariate skew-normal copula. As an application, the dependence concepts used in auction with affiliated signals are discussed. Several examples are given for illustration of the main results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: International Journal of Approximate Reasoning - Volume 65, October 2015, Pages 24–33
Journal: International Journal of Approximate Reasoning - Volume 65, October 2015, Pages 24–33
نویسندگان
Zheng Wei, Tonghui Wang, Phuong Anh Nguyen,