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  • Search: subject:"left tail decreasing"
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Year of publication
Subject
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left tail decreasing 3 Copula 2 Copulas 2 Fréchet class 2 generalized power mean 2 left-tail decreasing (LTD) 2 max id 2 positive dependence stochastic ordering 2 right-tail decreasing (RTI) 2 tail dependence 2 Ausreißer 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Multiplier 1 Multiplikator 1 Multivariate Verteilung 1 Multivariate distribution 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Outliers 1 Ranking method 1 Ranking-Verfahren 1 Statistical distribution 1 Statistical test 1 Statistische Verteilung 1 Statistischer Test 1 Theorie 1 Theory 1 copula 1 multiplier bootstrap 1 ranks 1 tail monotonicity 1
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Online availability
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Free 5
Type of publication
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Book / Working Paper 5
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1
Language
All
English 5
Author
All
Fischer, Matthias J. 2 Klein, Ingo 2 Pleier, Thomas 2 Antonio, Colangelo 1 Berghaus, Betina 1 Bücher, Axel 1 Elena, Molho 1 Enrico, Miglierina 1 Matteo, Rocca 1
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Institution
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Facoltà di Economia, Università degli Studi dell'Insubria 2 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1
Published in...
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Economics and Quantitative Methods 2 Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 1 IWQW Discussion Paper Series 1 IWQW Discussion Papers 1
Source
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RePEc 3 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 5 of 5
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Nonparametric tests for tail monotonicity
Berghaus, Betina; Bücher, Axel - 2013
Persistent link: https://www.econbiz.de/10009716299
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Weighted power mean copulas: Theory and application
Klein, Ingo; Fischer, Matthias J.; Pleier, Thomas - 2011
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
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Weighted power mean copulas: Theory and application
Klein, Ingo; Fischer, Matthias J.; Pleier, Thomas - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2011
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
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A Morse-type index for critical points of vector functions
Enrico, Miglierina; Elena, Molho; Matteo, Rocca - Facoltà di Economia, Università degli Studi dell'Insubria - 2007
Persistent link: https://www.econbiz.de/10005827399
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Some Positive Dependence Orderings involving Tail Dependence
Antonio, Colangelo - Facoltà di Economia, Università degli Studi dell'Insubria - 2006
) as generalizing the bivariate positive dependence concepts of left-tail decreasing (LTD) and right-tail increasing (RTI …
Persistent link: https://www.econbiz.de/10005612141
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