查询词典 copulas

The innovations of this paper are as follows:First, the paper has realized to study on the dependence relations between random variables based on copulas, an instrument which is used in this paper as an innovation, in terms of determining the nature and quantification, resorting to the descriptions of dependence properties and association strength and, by way of which, broke through the limitation of study with only depending on independence and linear dependence.

本文的创新点集中体现在三个方面：首先，以Copula为基础，通过对股票市场间的相关关系的强弱描述，从定性和定量两方面来实现对尾部相关性的研究，从而突(来源：7b9bA2bBC论文网www.abclunwen.com)破了目前依赖于独立和线性相关，这仅有的两类相依关系的局限。

Copulas are functions that join multivariate distribution functions to their one-dimensional marginal distribution functions.

Copula函数是将多维随机变量的联合分布和其边缘分布连接起来的一种函数。

Copulas are functions that joint multivariate distribution functions to their one–dimensional marginal distribution functions.

Copula用来描述多元随机变量的一维边缘分布与其联合分布之间的函数关系。

This paper gives a new method of constructing n-copulas depends on the law of total probability.

本文借助于全概率公式的思想，提出了一种新的构造多元copula的方法。

Although there exist many ways about constructing bivariate copulas, few of them can extend to multivariate.

尽管已有不少二元copula的构造方法，但是这些方法均难以扩展到多元的情形。

In chapter one, we review recent developments on bivariate distributions and bivariate copulas.

中文摘要在第一章，先回顾目前一些二元分布和二元机率结合函数相关的定义、主要定理，及目前的发展概况。

This paper not only describes different calculations of VaR, but also introduces the principles and application of copulas.

本论文不仅综述了在险价值的计算方法，而且还对&连接函数&的理论原理和应用发展进行了较为全面的概述。

In morden statistics, copulas approach has been proved that it's facilitated and highly efficient.

因此，需要拓展新的方法来更好地计算投资组合的在险价值。

This paper studies the generation and continuation of FGM Copulasbeginning with the methods of constructing Copulas.

本文从Copula的构造方法出发，研究了FGM Copula的生成与拓展。

This paper concerns the statistical model of the dependence structure of multivariate financial data using the concept of copulas.

摘要本文利用Copula函数的概念研究了保险投资组合多元金融数据的统计模拟。

Singer Leona Lewis and former Led Zeppelin guitarist Jimmy Page emerged as the bus transformed into a grass-covered carnival float, and the pair combined for a rendition of "Whole Lotta Love".

歌手leona刘易斯和前率领的飞艇的吉他手吉米页出现巴士转化为基层所涵盖的嘉年华花车，和一双合并为一移交&整个lotta爱&。

This is Kate, and that's Erin.

这是凯特，那个是爱朗。