两类构造阿基米德Copula生成元的方法  

Two classes of methods of constructing the generator of the Archimedean Copula

作　　者：余欣 吕王勇 杨和柳 张琼文 YU Xin;LV Wang-yong;YANG He-liu;ZHANG Qiong-wen(Institute of Mathematics and Software Science,Sichuan Normal University,Chengdu 610068,P.R.C.)

机构地区：[1]四川师范大学数学科学学院,四川成都610068

出　　处：《西南民族大学学报（自然科学版）》2019年第2期206-213,共8页Journal of Southwest Minzu University(Natural Science Edition)

基　　金：国家自然科学基金青年基金项目(11601357);四川省科技厅应用基础研究项目(2017JY0159);四川省重点验室基金项目(SCVCVR2018.08VS)

摘　　要：从变换的角度出发,提出了基于拉普拉斯变换和z变换的两类构造阿基米德Copula生成元的新方法.首先讨论了阿基米德Copula生成元的相关性质,在已有的构造阿基米德Copula生成元的Laplace变换法下,进行了推广,扩大了生成元的形式范围,并提出了一类新的基于z变换构造阿基米德Copula生成元的方法.通过构造两类阿基米德Copula生成元,举出了若干阿基米德Copula生成元的例子,从而说明了这两类构造方法的可行性.From the perspective of transformation, new types of methods is proposed to construct the generator of the Archimedean Copula based on the Laplace transformation and the z transformation. First, the related properties of the Archimedean Copula’s generators are discussed, and it is promoted under the existing method of Laplace transformation for constructing the generator of Archimedean Copulas, the scope of the form of the generator is enlarged, and, based on the z transformation, a new type of constructor of the generator of the Archimedean Copula is put forward. By constructing two classes of the generation element of Archimedean Copulas, several examples of Archimedean Copula’s generators are listed, which shows the feasibility of the two classes of methods of construction.

关 键 词：阿基米德Copula生成元 构造方法 拉普拉斯变换 Z变换 

分 类 号：O211.9[理学—概率论与数理统计]