次对角部分不超过次对角函数的Copula生成

摘要

In this paper, the construction method of Copula under given condition is investigated. By using the product operator, composition operator, convex combination and maximum and minimum operators, we obtain some new opposite diagonal functions, which generalizes some results of De Baets et al..%本文研究了约束条件下Copula的生成问题,约束条件为生成的Coula的次对角部分不超过给定的次对角函数.利用乘法、复合运算、凸组合以及取大取小运算,获得了一系列的次对角函数,推广了De Baets等人的结果.