Lorenz-generated bivariate Archimedean copulas (Q828045)
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scientific article; zbMATH DE number 7294481
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| English | Lorenz-generated bivariate Archimedean copulas |
scientific article; zbMATH DE number 7294481 |
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Lorenz-generated bivariate Archimedean copulas (English)
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14 January 2021
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Lorenz curves
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Archimedean copulas
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stochastic ordering
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tail dependence
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Gini index
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0.8191648721694946
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0.8191648721694946
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0.7816101908683777
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0.780273973941803
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0.779421329498291
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