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
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;
Conference_Titel :
Information Science and Engineering (ISISE), 2010 International Symposium on
Conference_Location :
Shanghai
Print_ISBN :
978-1-61284-428-2
DOI :
10.1109/ISISE.2010.21