• DocumentCode
    2161511
  • Title

    Concordance measures of a new class of bivariate Copula

  • Author

    Xu, Fu-xia ; Dong, Yong-quan

  • Author_Institution
    Department of Mathematics and Information Scirnce, Tangshan Teachers College, 063000,China
  • fYear
    2010
  • fDate
    4-6 Dec. 2010
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    We study the concordance measures Kendall´s σ and Spearman´s ρ of a new class of bivariate Copulas. Taking the relief factors of debris flow of drainage height difference and cutting degree for the example, we calculate the concordance measures σ and ρ of the two relief factors, with the relationship of them can be better prepared to that of the new class of Copulas. Furthermore, the value ranges of σ and ρ in the values of the four parameters are discussed to set out a few specific Copulas, which can be better fitting to the dependence structure of drainage height difference and cutting degree.
  • Keywords
    Correlation; Distribution functions; Educational institutions; Joints; Random variables; Transforms; Copulas; Kendall´s σ; Spearman´s ρ; debris flow;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Science and Engineering (ICISE), 2010 2nd International Conference on
  • Conference_Location
    Hangzhou, China
  • Print_ISBN
    978-1-4244-7616-9
  • Type

    conf

  • DOI
    10.1109/ICISE.2010.5691765
  • Filename
    5691765