Lorenz-generated bivariate Archimedean copulas (Q828045)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lorenz-generated bivariate Archimedean copulas |
scientific article |
Statements
Lorenz-generated bivariate Archimedean copulas (English)
0 references
14 January 2021
0 references
Lorenz curves
0 references
Archimedean copulas
0 references
stochastic ordering
0 references
tail dependence
0 references
Gini index
0 references
0 references
0 references
0 references
