摘要:Copulas have recently emerged as practical methods for multivari-ate modeling. To our knowledge, only a limited amount of work has beendone to apply copula-based modeling in context analysis. In this study,we generalized Clayton copula under the appropriate weighted function. Insome examples, bivariate distributions by using the weighted Clayton cop-ula are generalized. Also the properties of generalized Clayton copula areprovided. The Clayton copula and weighted Clayton model cannot be usedfor negative dependence. These have been used to study left tail depen-dence. This property is stronger in weighted Clayton model with respect toordinary Clayton copula. It will also be shown that the generalized Claytoncopula is suitable for the probable modeling of the hydrology data.
关键词:Clayton copula; measures of dependence; the hydrology data;weighted distribution functions.