DocumentCode :
2161511
Title :
Concordance measures of a new class of bivariate Copula
Author :
Xu, Fu-xia ; Dong, Yong-quan
Author_Institution :
Department of Mathematics and Information Scirnce, Tangshan Teachers College, 063000,China
fYear :
2010
fDate :
4-6 Dec. 2010
Firstpage :
1
Lastpage :
4
Abstract :
We study the concordance measures Kendall´s σ and Spearman´s ρ of a new class of bivariate Copulas. Taking the relief factors of debris flow of drainage height difference and cutting degree for the example, we calculate the concordance measures σ and ρ of the two relief factors, with the relationship of them can be better prepared to that of the new class of Copulas. Furthermore, the value ranges of σ and ρ in the values of the four parameters are discussed to set out a few specific Copulas, which can be better fitting to the dependence structure of drainage height difference and cutting degree.
Keywords :
Correlation; Distribution functions; Educational institutions; Joints; Random variables; Transforms; Copulas; Kendall´s σ; Spearman´s ρ; debris flow;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Science and Engineering (ICISE), 2010 2nd International Conference on
Conference_Location :
Hangzhou, China
Print_ISBN :
978-1-4244-7616-9
Type :
conf
DOI :
10.1109/ICISE.2010.5691765
Filename :
5691765
Link To Document :
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