copula t E-mail: [email protected] E-mail: [email protected] copula n X1,â¦, Xn X1,â¦, Xn F (x1,â¦, xn ) F1,â¦, Fn Joe Nelsen Frees and Valdez Bouyé et al. Embrechts, Lindskog and McNeil F (x1,â¦, xn ) F1,â¦, Fn n F C C C F1,â¦, Fn C (F1,â¦, Fn) F1,â¦, Fn C n F F1,â¦, Fn C u = (u1,â¦, un ) ui â[0, 1] C c (u1,â¦, un ) = ân C (u1,â¦, un ) /âu1â¦âun Xi fi (xi) F f C t Nelsen Bouyé et al. Pr (X1 â¤
ãªãªã¼ã¹ãé害æ å ±ãªã©ã®ãµã¼ãã¹ã®ãç¥ãã
ææ°ã®äººæ°ã¨ã³ããªã¼ã®é ä¿¡
å¦çãå®è¡ä¸ã§ã
j次ã®ããã¯ãã¼ã¯
kåã®ããã¯ãã¼ã¯
lãã¨ã§èªã
eã³ã¡ã³ãä¸è¦§ãéã
oãã¼ã¸ãéã
{{#tags}}- {{label}}
{{/tags}}