由Frechét-Hoeffding边界正则化得到的绝对连续copula
概率论
2016-03-14 v1
摘要
我们证明了下部和上部Frechét-Hoeffding copula（它们是奇异的）可以被正则化为绝对连续copula。该方法是构造性且显式的，给出了通过平均得到绝对连续copula的充分条件。所提出的方法无法达到更高程度的正则化。
引用
@article{arxiv.1603.03693,
title = {Absolutely continuous copulas obtained by regularization of the Frech\'{e}t--Hoeffding bounds},
author = {Oscar Björnham and Niklas Brännström and Leif Persson},
journal= {arXiv preprint arXiv:1603.03693},
year = {2016}
}
备注
12 pages, 1 figure