Fischer, Matthias J.; Hinzmann, Gerd - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2006
We present a new family of copulas (generalized mean copulas) which is positive comprehensive and allows for upper tail dependence. It includes the Spearman copula and a specific Fréchet copula as special cases. Some properties and a generalized tail dependence estimator are derived. Finally, a...