用 copula 建模方向单调性
Modeling directional monotonicity with copulas
AI总结:
本文利用关联的 n-copula C 刻画沿给定方向的单调性,先分析二元与三元关系,再推广到多元情形,并提供相应 copula 示例。
摘要:
本文旨在依据与一组 n 个随机变量相关的方向,通过其关联的 n-copula C 来刻画单调性概念。我们首先建立二元和三元情形中的关系,以帮助理解向多元情形的推广。文中还给出了所有所研究情形下的 copula 示例。
英文摘要:
The purpose of this paper is to characterize the concept of monotonicity according to a direction related to a set of n random variables in terms of its associated n-copula C. We start establishing relationships in the bivariate and trivariate cases, which help to understand the extension to the multivariate case. Examples of copulas in all the studied cases are provided.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。