Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas
Year of publication: |
2010
|
---|---|
Authors: | Klein, Ingo |
Institutions: | Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg |
Subject: | copula | generalized linear means | Spearman's ρ | tail dependence |
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Families of copulas closed under the construction of generalized linear means
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Unter verallgemeinerter Mittelwertbildung abgeschlossene Familien von Copulas
Klein, Ingo, (2010)
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Families of copulas closed under the construction of generalized linear means
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