Lorenz-generated bivariate Archimedean copulas

DOI10.1515/demo-2020-0011zbMath1457.62156OpenAlexW3123558495MaRDI QIDQ828045

Cornelis W. Oosterlee, Andrea Fontanari, Pasquale Cirillo

Publication date: 14 January 2021

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2020-0011

zbMATH Keywords

stochastic orderingGini indexLorenz curvestail dependenceArchimedean copulas

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Two symmetric and computationally efficient Gini correlations

Uses Software

• QRM

Cites Work

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