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具有给定子轨道截面的拟copula

Quasi-copulas with a prescribed sub-track section

Jiehua Xie, Wei Zou

arXiv 2610.01247首次发表:更新:

发表机构

School of Business Administration, Jiangxi University of Water Resources and Electric Power; School of Science, Jiangxi University of Water Resources and Electric Power; The Key Laboratory of Engineering Mathematics and Advanced Computing, Jiangxi University of Water Resources and Electric Power(江西水利水电大学工商管理学院; 江西水利水电大学理学院; 江西水利水电大学工程数学与先进计算重点实验室)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

本文针对具有给定子轨道截面的拟copula和copula,提出了构造方法,确定了最佳界限,并研究了界限(拟)copula的性质,包括与轨道截面和子对角截面的比较、统计特征和一致性序。

AI 中文摘要

本文研究了具有给定子轨道截面的拟copula和copula,即对于0<x0<1,在连接点(x0,0)和(1,1-x0)的曲线段上给定值的拟copula和copula。通过基于W-序和的技术,我们提供了构造其子轨道截面与给定截面一致的拟copula和copula的方法。然后,我们进一步研究了具有给定子轨道截面的对称拟copula和copula的构造方法。此外,我们确定了具有共同子轨道截面的拟copula类的最佳可能界限,并验证所获得的下界也是具有共同子轨道截面的copula类的最佳可能下界。最后,我们研究了具有给定子轨道截面的界限(拟)copula的几个性质,包括它们与具有给定轨道截面或子对角截面的界限(拟)copula的比较,以及它们的统计特征和一致性序。

英文摘要

In this paper, we consider the quasi-copulas and copulas with a prescribed sub-track section, i.e., with given values along the curve segment connecting the points (x0,0) and (1,1-x0) for 0<x0<1. By employing the technique based on the W-ordinal sum, we provide methods for constructing quasi-copulas and copulas whose sub-track section coincides with a given one. Then, we further investigate construction methods for symmetric quasi-copulas and copulas with a prescribed sub-track section. Furthermore, we determine the best-possible bounds for the class of quasi-copulas sharing a common sub-track section, and verify that the lower bound obtained is also the best-possible lower bound for the class of copulas with a common sub-track section. Finally, we examine several properties of the bound (quasi-)copulas with a prescribed sub-track section, including their comparison with bound (quasi-)copulas with a given track section or a sub-diagonal section, as well as their statistical characteristic and concordance order.

论文原文

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