Abstract

A new method for constructing absolutely continuous two-dimensional copulas by differential equations is presented. The copulas are symmetric with respect to reflection in the opposite diagonal. The support of the copula density may be prescribed to arbitrary opposite symmetric hypographs of invertible functions, containing the diagonal. The method is applied to toxicological probit modeling, where new compatibility conditions for the probit parameters are derived.

中文翻译：

---

具有由微分方程构造的规定支持的绝对连续 copula，在毒理学中的应用

摘要

提出了一种利用微分方程构造绝对连续二维copula的新方法。copula 相对于对角线的反射是对称的。copula 密度的支持可以规定为任意相反对称的可逆函数的下图，包含对角线。该方法应用于毒理学概率建模，导出了概率参数的新相容性条件。