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arXiv 2610.16631math.STmath.PRstat.TH
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Copula的非可交换性与径向不对称性之间的关系

The relation between non-exchangeability and radial asymmetry of copulas

University of Ljubljana, School of Economics and Business(卢布尔雅那大学经济商学院);Institute of Mathematics, Physics and Mechanics(数学、物理与力学研究所);University of Ljubljana, Faculty of Mathematics and Physics(卢布尔雅那大学数学物理学院)

Damjana Kokol Bukovšek, Tomaž Košir, Blaž Mojškerc, Matjaž Omladič

AI总结:

该研究探讨Copula的非可交换性与径向不对称性的关系,提出给定径向不对称度时非可交换性测度的取值范围问题,确定相关点集为非凸六边形。

摘要:

非可交换性和径向不对称性在文献中已受到大量关注,但两者之间的关系尚未得到研究。我们提出问题:若一个Copula具有给定程度的径向不对称性,其非可交换性测度的可能取值范围是什么。我们确定了所有点的集合,其中第一个坐标为Copula的径向不对称性,第二个坐标为其非可交换性,证明该集合是一个非凸六边形。

英文摘要:

Non-exchangeability and radial asymmetry have got substantial attention in the literature, but relation between the two has not been studied yet. We propose the question: if a copula has a given degree of radial asymmetry, what is the range of possible values of the measure of non-exhangeability. We determine the set of all points whose first coordinate is the radial asymmetry of a copula and the second coordinate is its non-exchangeability. We show that this set is a non-convex hexagon.

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。

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