| Copula函数的核估计 |
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| 引用本文： | 孙晓祥,杜宇静.Copula函数的核估计[J].吉林农业科技学院学报,2008,17(3):107-109. |
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| 作者姓名： | 孙晓祥 杜宇静 |
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| 作者单位： | [1]吉林农业科技学院办公室,吉林132101 [2]吉林农业科技学院文理学院,吉林132101 |
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| 基金项目： | 吉林省教育厅十一五规划课题项目(2006168) |
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| 摘 要： | Copula函数是把多维随机变量的联合分布用其一维分布连接起来的函数，它是在随机变量之间探索相依结构的工具。本论文主要介绍怎样用核估计方法来估计Copllla函数，最后通过例子说明其具体的做法。
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| 关 键 词： | Copula函数 核估计 窗宽 |
On the Kernel Estimation of Copula Function |
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| SUN Xiaoxiang,DU Yujing.On the Kernel Estimation of Copula Function[J].Journal Of Jilin Agricultural Science And Technology College,2008,17(3):107-109. |
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| Authors: | SUN Xiaoxiang DU Yujing |
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| Institution: | SUN Xiaoxiang1,DU Yujing2(1.Jilin Agricultural Science , Technology College Department of College Office,Jilin 132101,China,2.Jilin Agricultural Science , Technology College Department of Art , Science,China) |
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| Abstract: | Copula function is general tools to construct multivariate distribution and to investigate dependence structure between random variables.In this paper,we discuss how to estimate the Copula function by the method of the kernel estimation and show the method by an example in the last. |
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| Keywords: | Copula function kernel estimation bandwidth |
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