Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas
Year of publication: |
2010
|
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Authors: | Klein, Ingo |
Publisher: |
Nürnberg : Friedrich-Alexander-Universität Erlangen-Nürnburg, Lehrstuhl für Statistik und Ökonometrie |
Subject: | Kopula | Theorie | copula | generalized linear means | Spearman's ρ | tail dependence |
Series: | Diskussionspapier ; 86/2010 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | German |
Other identifiers: | 641163290 [GVK] hdl:10419/43702 [Handle] RePEc:zbw:faucse:862010 [RePEc] |
Source: |
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Families of copulas closed under the construction of generalized linear means
Klein, Ingo, (2011)
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Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas
Klein, Ingo, (2010)
-
Families of copulas closed under the construction of generalized linear means
Klein, Ingo, (2011)
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Klein, Ingo, (2008)
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