基于阿基米德Copula的极尾相依Copula的渐近展开  

The Asymptotic Expansion of Extreme Tail Dependence Copula Based on Archimedean Copula

作　　者：廖娟 彭作祥[1] LIAO Juan;PENG Zuoxiang(School of Mathematics and Statistics,Southwest University,Chongqing 400715,China)

机构地区：[1]西南大学数学与统计学院,重庆400715

出　　处：《西南师范大学学报（自然科学版）》2023年第6期49-53,共5页Journal of Southwest China Normal University(Natural Science Edition)

摘　　要：基于Juri等提出的一阶正规变换条件下极尾相依Copula及其收敛定理,讨论在二阶正规变换的条件下,基于阿基米德Copula的极尾相依Copula的渐近展开.Based on the extreme tail dependence copula and its convergence theorems under the condition of first-order regular variation proposed by Juri et al,this paper proposes the extreme tail dependence copula s asymptotic expansion under the condition of second-order regular variation.

关 键 词：二阶正规变换 极尾相依Copula 阿基米德COPULA 渐近展开 

分 类 号：O211.4[理学—概率论与数理统计]