论文标题
$ l_p $ - norm球形鸡冠
$L_p$-norm spherical copulas
论文作者
论文摘要
在本文中，我们研究了[1，\ infty] $和任意维度的任意$ p \的$ l_p $ -norm球形copulas。这项研究是出于猜想的激励，即这些分布导致了特定的普遍均值差异的急剧结合。我们充分表征了$ l_p $ -norm球形Copulas的存在和独特性的条件。得出了其密度和相关系数的显式公式，并确定了径向部分的分布。此外，考虑了统计推断和有效的模拟。
In this paper we study $L_p$-norm spherical copulas for arbitrary $p \in [1,\infty]$ and arbitrary dimensions. The study is motivated by a conjecture that these distributions lead to a sharp bound for the value of a certain generalized mean difference. We fully characterize conditions for existence and uniqueness of $L_p$-norm spherical copulas. Explicit formulas for their densities and correlation coefficients are derived and the distribution of the radial part is determined. Moreover, statistical inference and efficient simulation are considered.
