NDLI: Constructing Copulas on the Parabolic Boundary of Kendall's Tau-Spearman's Rho Region

Content Provider	IEEE Xplore Digital Library
Author	Zhiqiang Zhang Xiaoyi Yang
Copyright Year	2010
Abstract	Copula is an effective method that describes the joint distribution of dependent random variables. Meanwhile, Kendall's tau and Spearman's rho are two common and important measures measuring the dependence for random variables. The expression form of Kendall's tau - Spearman's rho region has been given and every point on the linear portion of the boundary is attainable. However, it is not determined that other points could be attainable on the parabolic boundary, although countable points could be attainable because of a known family of Copulas at present. Based on constructing a family of Copulas for which Kendall's tau and Spearman's rho lie on the countable points of parabolic boundary by convex combination, and this paper obtains another new family of Copulas for which Kendall's tau and Spearman's rho lie on points of parabolic boundary by ordinal sum.
Starting Page	324
Ending Page	327
File Size	295796
Page Count	4
File Format	PDF
ISBN	9781424495955
DOI	10.1109/CDEE.2010.94
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2010-10-23
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Parabolic boundary Copulas Artificial neural networks Ordinal sum Educational institutions Random variables Electronic mail Cryptography Joints Distribution functions
Content Type	Text
Resource Type	Article

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