Constructing copula functions with weighted geometric means

DOI10.1016/j.jspi.2009.05.016zbMath1274.62396OpenAlexW2069567055MaRDI QIDQ840726

Carles M. Cuadras

Publication date: 14 September 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.016

zbMATH Keywords

geometric meanstochastic dependenceinvariant familiesmixtures of copulaspower series copulas

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)

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