Mereuta, Cezar and Albu, Lucian liviu and Ciuiu, Daniel (2010): Classification of competitiveness types using copula. Published in: NonLinear Modeling in Economics. Beyond Standard Economics. Editor: Lucian Liviu Albu, Ed. Expert, Bucharest. (March 2011): pp. 147165.
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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.
Item Type:  MPRA Paper 

Original Title:  Classification of competitiveness types using copula 
Language:  English 
Keywords:  Copula, competitiveness, classification, Herfindahl index, dominance degree of the leader. 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C13  Estimation: General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C16  Specific Distributions C  Mathematical and Quantitative Methods > C5  Econometric Modeling > C51  Model Construction and Estimation 
Item ID:  30314 
Depositing User:  Daniel Ciuiu 
Date Deposited:  15. Apr 2011 14:50 
Last Modified:  25. Feb 2013 18:37 
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URI:  http://mpra.ub.unimuenchen.de/id/eprint/30314 
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