应用数学2011，Vol.24Issue(1)：84-90,7.
FGM Copula的另一种拓展
Another Expansion of FGM Copula
摘要
Abstract
This paper studies three class of generalized FGM Copulas: C(u,v) = uv +ψ(v)u(1 - u) , where ψ( v) is the nonpolynomial function for v , calculate the linear conrrelation coefficient r, concordance measures Kendall's r and Spearman's ρ. Two types of the Copulas have the similar properties to FGM Copula , but the value ranges of the τ and ρ are larger in some ways than FGM Copula, so they have a broader range of applications and a stronger applicability in modeling. Another Copula with the linear correlation coefficient being O, but the concordance measures τ and ρ being not 0, shows that the concordance measures can describe the non-linear relationship between random variables.关键词
FGM Copula/线性相关系数/Kendall's τ/Spearman's ρ分类
数学引用本文复制引用
徐付霞,董永权..FGM Copula的另一种拓展[J].应用数学,2011,24(1):84-90,7.基金项目
唐山师范学院博士基金项目(09A02),河北省教育厅自然科学基金项目(Z2010322) （09A02）
