Families of copulas closed under the construction of generalized linear means
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References listed on IDEAS
- Matthias Fischer & Ingo Klein, 2007. "Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(2), pages 243-260, February.
- Klein, Ingo & Fischer, Matthias J. & Pleier, Thomas, 2011. "Weighted power mean copulas: Theory and application," FAU Discussion Papers in Economics 01/2011, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
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Cited by:
- Schnitzlein, Daniel D., 2012.
"How important is cultural background for the level of intergenerational mobility?,"
Economics Letters,
Elsevier, vol. 114(3), pages 335-337.
- Schnitzlein, Daniel D., 2012. "How Important Is Cultural Background for the Level of Intergenerational Mobility?," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 335-337.
- Schnitzlein, Daniel D., 2011. "How important is cultural background for the level of intergenerational mobility?," Working Papers 11-12, University of Aarhus, Aarhus School of Business, Department of Economics.
- Schnitzlein, Daniel D., 2011. "How important is cultural background for the level of intergenerational mobility?," FAU Discussion Papers in Economics 06/2011, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
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Keywords
copula; generalized linear means; Spearman's ρ; tail dependence;JEL classification:
- F22 - International Economics - - International Factor Movements and International Business - - - International Migration
- J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
- J61 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Geographic Labor Mobility; Immigrant Workers
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2011-03-19 (All new papers)
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