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Classification of competitiveness types using copula

Author

Listed:
  • Mereuta, Cezar
  • Albu, Lucian liviu
  • Ciuiu, Daniel

Abstract

In this paper we classify competitive markets using a new form of normalized Herfindahl index and the degree of dominance of the leader. For this purpose we use the notion of copula, which connects two or more random variables with given marginals. The parameters of the two marginals (which are supposed to be normal) are estimated by the moments' method, and the parameter of the copula is computed using the value of Kendall.

Suggested Citation

  • Mereuta, Cezar & Albu, Lucian liviu & Ciuiu, Daniel, 2010. "Classification of competitiveness types using copula," MPRA Paper 30314, University Library of Munich, Germany, revised Nov 2010.
  • Handle: RePEc:pra:mprapa:30314
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    File URL: https://mpra.ub.uni-muenchen.de/30314/1/MPRA_paper_30314.pdf
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    File URL: https://mpra.ub.uni-muenchen.de/30430/1/MPRA_paper_30430.pdf
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    References listed on IDEAS

    as
    1. Ciuiu, Daniel, 2007. "Gordon and Newell queueing networks and copulas," MPRA Paper 15769, University Library of Munich, Germany, revised May 2009.
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    Cited by:

    1. Ciuiu, Daniel, 2012. "Copulas having Zero-Isoline and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 103-126, June.

    More about this item

    Keywords

    Copula; competitiveness; classification; Herfindahl index; dominance degree of the leader.;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

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