协copula的界及其性质

从copula的性质出发,介绍了协copulaC*的定义和它与copula的密切关系.推导出协copulaC*的上下界,得出了当给定协copulaC*的某个单点值时C*的上下界,最后讨论了随机变量在严格单调变化下,C*具有的良好的规律性变化.     

基于copula 函数对相依部件系统可靠度的度量和改进

将copula函数引入可靠性理论中的一些典型不可修串并联系统，用以度量部件相依时系统的可靠度，给出了相依时系统度量的改进，并在理论上分析了独立与相依时系统可靠度的优劣。     

关于copula函数的两种半参数估计方法的比较

本文以沪深300股指期货与上证指数的日收益率序列作为建模对象,通过两种基于经验分布的半参数估计copula参数的方法对两序列进行了相关性分析.结果表明,通过QQ、K-S拟合检验以及欧式距离,这两种方法所估计的Gumbel-copula模型均能更好地描述沪深300股指期货与上证指数的相关关系.     

Reliability analysis of a two-dependent-unit parallel system with a standby unit

A parallel system with two active components and a cold standby unit is studied in this paper. The two simultaneously working components are dependent and the copula function is used to model their dependence. An explicit expression is obtained for the mean time to failure of the system in terms of the copula function and marginal lifetime distributions in two different cases As an application, numerical calculations are presented corresponding to two different copula functions and marginal lifetime distributions.     

Analysis of asynchronism-synchronism of regional precipitation in inter-basin water transfer areas

The local characteristics of multi-dimensional random variables are seldom considered in the general modeling method of multivariate copula.A new modeling method,called pair-copula construction,is introduced to remedy this defect.Different types of copula distribution functions are allowed to be introduced in this method.Correspondingly,the related characteristics of complex multivariate can be described by a cascade of pair-copula acting on two variables at a time.In the analysis of asynchronism-synchronism of regional precipitation in WED interbasin water transfer areas,the pair-copula construction method is compared with the general modeling method of multivariate copula.The results show that the local dependence structure would exist among hydrologic variables even in three-dimensional cases.In this situation,the general modeling method of multivariate copula would face difficulties in fitting distribution.However,the pair-copula construction method could capture the local information of hydrologic variables efficiently by introducing different types of copula distribution functions.Moreover,the compensation capacity of water resources is strong in different hydrological areas of WED water transfer project.The asynchronous frequency of wetness and dryness is 69.64% and the favorable frequency for water transfer is 46.15%.     

一种Archimedean copula函数模型选择的新方法

首先证明样本Kendall秩相关系数■是总体Kendall秩相关系数τ的一致估计量,且样本Spearman秩相关系数■是总体Spearman秩相关系数ρ_s的一致估计量.其次,在■、■这两个一致估计量的基础上,构建了一种新的一致估计量.实证分析表明,基于新的一致估计量的函数选择模型较原来方法有较大的改进.     

Dependence patterns associated with the fundamental diagram： a copula function approach

Randomness plays a major role in the interpretation of many interesting traffic flow phenomena, such as hysteresis, capacity drop and spontaneous breakdown. The analysis of the uncertainty and reliability of traffic systems is directly associated with their random characteristics. Therefore, it is beneficial to understand the distributional properties of traffic variables. This paper focuses on the dependence relation between traffic flow density and traffic speed, which constitute the fundamental diagram （FD）. The traditional model of the FD is obtained essentially through curve fitting. We use the copula function as the basic toolkit and provide a novel approach for identifying the distributional patterns associated with the FD. In particular, we construct a rule-of-thumb nonparametric copula function, which in general avoids the mis-specification risk of parametric approaches and is more efficient in practice. By applying our construction to loop detector data on a freeway, we identify the dependence patterns existing in traffic data. We find that similar modes exist among traffic states of low, moderate or high traffic densities. Our findings also suggest that highway traffic speed and traffic flow density as a bivariate distribution is skewed and highly heterogeneous.     

多元t-copula尾相依的单调性

考虑了多元t-copula的上尾象限相依指数和上尾极值相依指数,该t-copula是在相依结构下定义的．由于多元连续型随机变量的copula函数关于严格单调递增变换具有不变性质,由此推导了多元t-copula的尾相依指数的精确表达式,得到的结果明显比以往文献给出的结论更加简洁．然后,讨论了这2个相依指数关于相关系数的局部单调性质：上尾极值相依指数关于相关系数是严格单调递增的,但上尾象限相依指数的单调性比较复杂．通过蒙特卡罗模拟数据验证了结果的正确性．同时,发现所有结论可以推广到生成随机变量是正则变化的分布类中．     

Durability problems with explicit instruction in an EFL context： the learning of the English copula be before and after the introduction of the auxiliary be （Ⅰ）

The purpose of this study is to investigate the durabilityof the effect of explicit and implicit instructions on beginningEFL learners' learning of the copula be.The study intends toexamine whether or not the effect remains after the auxiliarybe of the progressive is introduced.Three groups of 89Japanese junior high school students participated in thequasi-experiment.One group was given explicit instruction on     

湖南省暖季极端高温和降水复合事件特征分析

基于湖南省1979-2021年暖季(5-9月)逐日降水和最高气温站点数据，通过百分位阈值法提取极端高温、极端降水和无降水事件，探讨极端降水与无降水前三天内的高温复合情况，并归类为暖湿事件和暖干事件，结合EOF和copula函数分析两类复合事件时空特征及极端气候因子间的相依结构特征.结果表明：(1)空间上，湖南省各站点复合事件都有发生，暖干事件的频数是暖湿事件的20多倍.对于暖湿事件，11.35%的极端降水事件前三天内都会发生极端高温，平均每年经历0.74次，其主要分布在西北山地和南岭山地；对于暖干事件，25.81%的无降水发生前三天内都会发生极端高温，其主要分布在洞庭湖平原地区、湖南东部、雪峰山与武陵山之间山谷地区.时间上，两类复合事件都呈增长趋势且都集中在6、7月份，尤其在2010年以来，增速最快且多出现在人口密集的城市群.(2)两类复合事件的时空异常特征表明：暖湿事件第一模态的空间分布表现为全场一致型，第二模态的空间分布表明湘中与湘北平原、谷地地区呈反相变化形式；暖干事件发生频数的第一模态表明湖南大部分地区和湘南地区呈反相变化形式，第二模态则显示了湘东部分与湘西山地呈反相变化.(3...     

基于Copula函数的相依性研究

在Copula函数广泛应用于金融领域的背景下,给出了Copula函数的定义及相关定理的理论基础,运用Sklar′s定理具体构造二元Pareto分布的Copula函数.我们注重利用Copula函数相依性测度,通过不同的分布模型求一致性与相关性系数作为实例.在此基础上,引入图像工具作为进行相依性研究的方法.     

系词句的构成和分类

完整的系词句由“主语+系词+宾语”构成。根据主语和宾语的词性,把系词句分为“名+系词+名”“名+系词+非名”“非名+系词+名”和“非名+系词+非名”四类。     

系词研究综述

对前人关于系词的研究作了初步总结,对系词的名称、范围、词性、句法功能和语义功能以及由系词构成的句子类型等进行了概括和整理。     

等式句与对等句之比较

等式句与对等句是两种从形式上看上去极为相似的句式。然而如果对其进行语义分析 ,它们是截然不同的。因此 ,文章试图从句子中名词词组的指称关系、句子的客观真值性 ,句中系动词的形式及其语义功能等方面对等式句与对等句加以分析比较     

“除非”类假言命题新论

在假言命题中,联结项往往只起联结前后件两个假言支的作用,判断一个假言命题的类型不能单纯依据联结项而必须直接分析前后件两个假言支之间的逻辑联系。对于含有否定词的假言命题,联结项的判定至关重要,其误判将导致假言支判断的失误,进而导致充分条件假言命题与必要条件假言命题类型判断的错位,或前后件两个假言支之间逻辑关系分析的尴尬。正是在相当程度上把假言命题中的联结项与假言命题类型之间的或然性关系当作必然性关系以及对联结项的误判,导致假言命题类型判定的种种失误。这也正是我国逻辑学教科书长期以来把“除非”类假言命题的三种类型统统归入必要条件假言命题这一谬误产生的根源。对假言命题与联结项之间的对应关系亟待进一步加以廓清并重新作出科学的阐述。     

再论联结项与假言命题类型之间的或然性关系—并复焦克先生对《“除非”类假言命题新论》一文的质疑

充分条件假言命题的联结项和必要条件假言命题的联结项也可以充当充分必要条件假言命题的联结项,联结项与假言命题类型之间的这种或然性关系决定,判断一个假言命题的类型往往不能单纯依据联结项而必须同时分析前后件两个假言支之间的逻辑联系。正是把假言命题中的联结项与假言命题类型之间的或然性关系当作必然性关系,导致我国逻辑学教科书长期以来把“除非”类假言命题的三种类型统统视为必要条件假言命题的谬误。     

谈《洛阳伽蓝记》中的“是”字用法

系词“是”字逐渐成熟于魏晋南北朝时期。笔者拟对《洛阳伽蓝记》一书中的“是”字进行初步分析,认为“是”字在这一时期仍具有系词、指示代词两种用法,并产生了多种活用法。而用作形容词的“是“字则较少见。     

系词的词类性质

根据原型范畴理论的核心思想,通过与一般动词、介词、连词和副词的比较,确定系词在本质上与动词相同,属于动词的范畴。但它又与典型的动作类动词有所区别,而与某些虚词有相近之处,是动词中的一个边缘性的小类。