1. 研究目的与意义
随着社会的发展，概率论与数理统计在各行各业起着越来越大的作用。
随机变量的相依性在概率论与数理统计的研究课题中是最重要的内容之一。
copula函数则很好的刻画了随机变量之间的相依性。
2. 研究内容和预期目标
介绍copula函数及其在统计分析中的优良性质。给出copula函数的一个充分条件。
通过对copula函数的定义，研究象限copula函数与通常copula之间的关系并讨论象限copula函数的部分性质。
3. 研究的方法与步骤
文献研究法和数学方法。
根据上述主要内容翻阅相关文献书籍探究copula函数及其性质。后续探究其在生活中的适用性与局限性
4. 参考文献
[1]Nelsen R B. An Introduction to Copulas. New York: Springer- Verlag[2] Jose Antonio Rodrguez-Lallena, Manuel U beda-Flores. A new of bivariate copulas [J]. Statist . Probab.Lett. [3] A.Alfonsi and D.Brigo, New families of copulas based on periodic functions, Comm, Statist, Theory Methods [4] C.M. Cuadras and J. Augé, A continuous general multivariate distribution and its properties, Comm. Statist. A Theory Methods 10 (1981)[5] Sk1ar,A. Fonctions de repartition a n dimensions et leurs merges.(French) Publ. lust. Statist. Univ. Paris[6] R.B. Nelsen and M. úbeda Flores, The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas, C.R.Acad.Sci.Paris,[7] Lai C D,Xie M. A new family of positive quadrant dependent bivariate distributions [J]. Statist . Probab.Lett[8] Joe , H . Models and Dependence Concepes . London : Chapman Hall . [9] Kass R.E., Wasserman L.A. Reference Bayesian Test for Nested Hypotheses and Its Relationship to the Schwarz Criterion. Journal of the American Statistical Association.[10] Kass R.E., Raftery A.E. Bayes factors. Journal of the American Statistical Association.[11] Wo1ff,E,F. Measures of dependence derived from copulas, University of Massachusetts, Amherst[12] Kimeldorf, G, and Sampson, A. (1975). Uniform representations of bivariate distributions,Comm. Statist. 17heory Methods[13] Darsow, W.F. and Nguyen, B. Copulas and Markov processes. Illinois J Math. [14] Schweizer, B. Thirty years of copulas. HIuwer Academic Publishers, Dordrecht. [15] Embrechts, P, A. J. Mcneil and Straumann: Correlation and Dependence in Risk Schweizer, B. Thirty years of copulas. HIuwer Academic Publishers, Dordrecht. Embrechts, P, A. J. Mcneil and Straumann: Correlation and Dependence in Risk
5. 计划与进度安排
1-2周 完成开题报告
3-14周 进行毕业论文写作
8-9周 中期检查
