论文标题
圆形数据
Copula bounds for circular data
论文作者
论文摘要
我们提出了用于圆形数据的Fréchet-Hoeffding copula边界的扩展。该副本是描述随机变量依赖性的强大工具。在两个维度中，fréchet-hoeffding上（下）结合表示两个随机变量之间的完美正（负）依赖性。但是，对于循环随机变量，由于其周期性而不接受通常的依赖性概念。在这项工作中，我们重新定义了Fréchet-Hoeffding边界，并考虑了Copulas的改良Fréchet和Mardia家族，以建模两个圆形随机变量的依赖性。还提供了模拟研究以证明模型的行为。
We propose the extension of Fréchet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fréchet-Hoeffding upper (lower) bound indicates the perfect positive (negative) dependence between two random variables. However, for circular random variables, the usual concept of dependency is not accepted because of their periodicity. In this work, we redefine Fréchet-Hoeffding bounds and consider modified Fréchet and Mardia families of copulas for modelling the dependency of two circular random variables. Simulation studies are also given to demonstrate the behavior of the model.
