查询词典 copula

In this paper we introduce the concept, characteristics of Copula function and different kinds of Copula functions detailedly.

本文详细地介绍了Copula函数的概念、性质及不同的Copula函数族。

Characters of Copula functions used in the dependence analysis are studied in this paper.

分析了几种常用的Copula函数及它们在相关性分析上的应用特点，构建了M＿Copula GARCH模型。

In this dissertation, copula theory and ...

论文在深入研究Copula理论的基础上，构建了基于Copula理论的多变量金融时间序列模型并系统地研究了它们的动态建模问题，研究了Copula模型在金融风险管理上的应用，并最后应用优化算法解决描述板块相关性结构的问题。

Copula has been widely used in finance risk management. This paper propose aregime-switching Copula model.

Copula在金融资产风险分析中被广泛应用，本文考虑了一种含状态转换的Copula模型。

In this way, the change-points either for the copula's family or for the copula's parameter are detected.

通过这种方法，无论是copula类型的变化点或者copula参数的变化点都能被检测到。

As the connection of marginal distribution function, the Copula function may not only reflect the relativity of random variable, but also may describe the random variable's related pattern well. Therefore we may use the different Copula function to describe the different related pattern.

作为连接随机变量边缘分布到联合分布的函数，Copula函数不仅可以反映出随机变量间的相关程度，而且可以较好地描述随机变量间的相关模式，因此可以用不同的Copula函数来表示不同的相关模式。

This article's conclusion is that flexible method can be a good simulation of real data relevant situation, especially tail dependence. When we compare with the normal copula function method and the t-copula function method in predecessor literature, our model show more predominance than others.

本文的结论是本文的方法能较好的模拟出真实数据相关性的情况，特别是尾部的特征，在和前人文献中常使用的正态copula函数方法和t-copula函数方法进行比较时发现，我们的模型在拟合度方面更具优势。

This paper introduces the background of the Copula method and its definition and properties firstly. And then the rank correlation and the tail dependence are introduced as well as their relationships with the Copula methods.

本文首先介绍了Copula理论的相关背景、定义及主要性质，然后介绍了秩相关测度和尾部相关性的度量，及其与Copula模型的关系，说明了Copula模型可以描述各种非线形的相关结构。

In our study we use two elliptical copula such as Bivariate Gaussian and bivariate T copula.

本研究使用了两个椭圆copula分布，即二元高斯copula和二元t copula。

Copula-EVT model is an exploration to risk management using multivariate estreme thory. Copula is a function which links the multivariate distributions to given marginals.

Copula-EVT模型是对利用多维极值理论研究金融风险的一种探讨，Copula函数是把多个随机变量的联合分布与它们各自的边缘分布相连接的一个函数。

But we don't care about Battlegrounds.

但我们并不在乎沙场中的显露。

Ah! don't mention it, the butcher's shop is a horror.

啊！不用提了。提到肉，真是糟透了。