论文标题
一些多元不精确的冲击模型Copulas
Some multivariate imprecise shock model copulas
论文作者
论文摘要
双变量不精确的库拉斯最近引起了极大的关注。但是，多元案例似乎仍然是“空白的板岩”。因此，首先在冲击模型引起的Copulas上首先测试这个想法是自然的，该家族在各种应用中可能最有用。我们研究了一个模型，其中某些冲击被认为不精确并发展了相应的Copulas集。在马歇尔的情况下，我们得到了一组连贯的分布和一组连贯的Copulas，其中边界自然彼此对应。其他两组多元不精确的冲击模型引起的Copulas的情况，即Maxmin和反射的Maxmin（RMM）Copulas，其局势大大涉及，但我们仍然能够产生它们的性质。这些是本文的主要结果，它是应向这个方向发展的理论的第一步。此外，我们展现了以前尚未做过的双变量不精确的RMM Copulas的理论。
Bivariate imprecise copulas have recently attracted substantial attention. However, the multivariate case seems still to be a "blank slate". It is then natural that this idea be tested first on shock model induced copulas, a family which might be the most useful in various applications. We investigate a model in which some of the shocks are assumed imprecise and develop the corresponding set of copulas. In the Marshall's case we get a coherent set of distributions and a coherent set of copulas, where the bounds are naturally corresponding to each other. The situation with the other two groups of multivariate imprecise shock model induced copulas, i.e., the maxmin and the the reflected maxmin (RMM) copulas, is substantially more involved, but we are still able to produce their properties. These are the main results of the paper that serves as the first step into a theory that should develop in this direction. In addition, we unfold the theory of bivariate imprecise RMM copulas that has not yet been done before.
