Tail dependence for weighted mean of two copula function
نویسندگان
چکیده مقاله:
In this paper, we study the properties of power weighted means, arithmetic, geometry and harmonic for two copulas.
منابع مشابه
A parsimonious multivariate copula for tail dependence modeling
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عنوان ژورنال
دوره 18 شماره 2
صفحات 1- 7
تاریخ انتشار 2014-03
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