Families of copulas closed under the construction of generalized linear means
Year of publication: |
2011
|
---|---|
Authors: | Klein, Ingo ; Christa, Florian |
Institutions: | Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg |
Subject: | copula | generalized linear means | Spearman's ρ | tail dependence |
Extent: | application/pdf |
---|---|
Series: | IWQW Discussion Paper Series. - ISSN 1867-6707. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 04/2011 |
Classification: | F22 - International Migration ; J31 - Wage Level and Structure; Wage Differentials by Skill, Training, Occupation, etc ; J61 - Geographic Labor Mobility; Immigrant Workers |
Source: |
-
Families of copulas closed under the construction of generalized linear means
Klein, Ingo, (2011)
-
Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas
Klein, Ingo, (2010)
-
Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas
Klein, Ingo, (2010)
- More ...
-
Robustness properties of quasi-linear means with application to the Laspeyres and Paasche indices
Klein, Ingo, (2012)
-
Quasi-arithmetische Mittelwerte und Normalverteilung
Klein, Ingo, (2012)
-
Van Zwet ordering for Fechner asymmetry
Klein, Ingo, (2011)
- More ...