哈尔滨商业大学学报（自然科学版）
哈爾濱商業大學學報（自然科學版）
합이빈상업대학학보（자연과학판）
Journal of Harbin University of Commerce (Natural Sciences Edition)
2015年
5期
625-628
,共4页
多元极值Copula%Dirac 测度%尾部相关函数
多元極值Copula%Dirac 測度%尾部相關函數
다원겁치Copula%Dirac 측도%미부상관함수
multivariate extreme-value Copulas%dira measure%tail dependence measure
讨论了极值Copula与有限离散谱测度之间的关系，通过低维Copula构造高维Copula；根据极值Copula与尾部相关函数之间的关系，构造高维极值Copula 。
討論瞭極值Copula與有限離散譜測度之間的關繫，通過低維Copula構造高維Copula；根據極值Copula與尾部相關函數之間的關繫，構造高維極值Copula 。
토론료겁치Copula여유한리산보측도지간적관계，통과저유Copula구조고유Copula；근거겁치Copula여미부상관함수지간적관계，구조고유겁치Copula 。
In this paper , the relationship between extreme value Copula and finite discrete spectral measure was discussed .The high dimensional Copula was constructed through low ones.The high dimensional Copulas were constructed according to the relationship between the extreme copulas and tail correlation function .
