Showing 1 - 4 of 4
It is well known that the arithmetic mean of two possibly different copulas forms a copula, again. More general, we focus on the weighted power mean (WPM) of two arbitrary copulas which is not necessary a copula again, as different counterexamples reveal. However, various conditions regarding...
Persistent link: https://www.econbiz.de/10008855203
It is well known that the arithmetic mean of two possibly different copulas forms a copula, again. More general, we focus on the weighted power mean (WPM) of two arbitrary copulas which is not necessary a copula again, as different counterexamples reveal. However, various conditions regarding...
Persistent link: https://www.econbiz.de/10010306946
It is well known that the arithmetic mean of two possibly differentcopulas forms a copula, again. More general, we focus on theweighted power mean (WPM) of two arbitrary copulas which is notnecessary a copula again, as different counterexamples reveal. However,various conditions regarding the...
Persistent link: https://www.econbiz.de/10008911518
Persistent link: https://www.econbiz.de/10012262849