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Tail dependence for weighted mean of two copula function
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Mohammad Amini *   |
| Ferdowsi University of Mashhad |
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Abstract: (6863 Views) |
| In this paper, we study the properties of power weighted means, arithmetic, geometry and harmonic for two copulas. |
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| Keywords: Tail dependence, Copula |
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Full-Text [PDF 178 kb]
(2033 Downloads)
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Type of Study: Research |
Subject:
General
Received: 2012/07/8 | Accepted: 2013/10/29 | Published: 2013/10/29
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