哈尔滨商业大学学报（自然科学版）Issue(1)：79-82,4.
一类特殊多元极值 Copula 的性质
Analysis on property of a class of special extreme-value Copulas
摘要
Abstract
According to a class of constructed multivariate extreme-values Copula, the prop-erty of its boundary and the tail dependence measure was studied.The tail dependence pa-rameter of extreme-value copula was also given.Under the condition that some parameters were confined, it showed that the upper tail dependence parameter of the constructed ex-treme-value Copula could be expressed as the covex combination of that of basic copulas.关键词
极值Copula/尾部相关函数/尾部相关系数Key words
extreme-value Copula/tail dependence function/tail dependence measure分类
数理科学引用本文复制引用
董海燕,梁冯珍..一类特殊多元极值 Copula 的性质[J].哈尔滨商业大学学报（自然科学版）,2015,(1):79-82,4.
