• DocumentCode
    2118598
  • Title

    Concordance Measures of a Class of Two-Parameter with Cube Generalized FGM Copulas

  • Author

    Fu-xia Xu ; Yong-quan Dong

  • Author_Institution
    Dept. of Math. & Inf. Sci., Tangshan Teachers Coll., Tangshan, China
  • fYear
    2010
  • fDate
    24-26 Dec. 2010
  • Firstpage
    62
  • Lastpage
    65
  • Abstract
    We study four groups of generalized FGM Copulas whose Kendall´sτ and Spearman´sρ contain nearly two parameters, with 3τ = 2ρ, that make them describe the dependence structure of the data more flexible and accurate than FGM Copula. Taking the relief factors of drainage height difference and cutting degree for example, this paper gives four specific Copulas which can prepared exactly to the dependence structure of the data.
  • Keywords
    statistical distributions; Kendalls; Spearmans; concordance measure; cube generalized FGM copula; data structure; Information science; Kendall´s?; Spearman´s ?; debris flow; generalized FGM Copulas; two-parameter;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Science and Engineering (ISISE), 2010 International Symposium on
  • Conference_Location
    Shanghai
  • ISSN
    2160-1283
  • Print_ISBN
    978-1-61284-428-2
  • Type

    conf

  • DOI
    10.1109/ISISE.2010.21
  • Filename
    5945052
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2118598