论文标题
Huang-kotz的Copula-type的更灵活的对应物
A more flexible counterpart of a Huang-Kotz's copula-type
论文作者
论文摘要
我们提出了一个更灵活的对称对应者,即第一类类型的Huang-Kotz副群。对应者和黄 - kotz的第一类同样的相关水平相同的改进。此外,拟议的copula包括Farlie-Gumbel-Morgenstern(FGM)Copula的许多其他扩展的特殊情况。
We propose a more flexible symmetric counterpart of the Huang-Kotz's copula of the 1st type. Both the counterpart and Huang-Kotz's copula of the 1st type provide the same improvement of the correlation level. Moreover, the proposed copula includes special cases of many other extensions of the Farlie-Gumbel-Morgenstern (FGM) copula.