Mereuta, Cezar and Albu, LucianLiviu 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 ?? C16 ?? C  Mathematical and Quantitative Methods > C5  Econometric Modeling > C51  Model Construction and Estimation 
Item ID:  30430 
Depositing User:  Daniel Ciuiu 
Date Deposited:  26. Apr 2011 13:18 
Last Modified:  31. Dec 2015 00:25 
References:  [1] G. Dall' Aglio: ''Fréchet classes: the beginning'', in Advances in Probability Distributions with Given Marginals. Beyond the Copulas, Eds. G. Dall' Aglio, S. Kotz and G. Salinetti, Kluwer Academic Publishers, 1991, pg. 112. [2] D. Ciuiu: ''Simulation Experiments on the Service Systems Using Arrivals and Services Depending Through Copulas'', Analele Universitatii Bucuresti, No. 1, 2005, pg. 1730. [3] D. Ciuiu: Sisteme si retele de servire, Matrix Rom, Bucuresti, 2009. [4] D. Ciuiu: ''Gordon and Newell Queueing Networks and Copulas'', Yugoslav Journal of Operations Research, Vol. 19, No. 1, 2009, pg. 101112. [5] C. Genest: ''Statistical Inference Procedures for Bivariate Archimedean Copulas'', Journal of American Statistical Association, Vol. 88, No. 423, 1993, pg. 10341043. [6] S. Kotz, J.P. Seeger: ''A new approach to dependence in multivariate distributions'', in Advances in Probability Distributions with Given Marginals. Beyond the Copulas, Eds. G. Dall' Aglio, S. Kotz and G. Salinetti, Kluwer Academic Publishers, 1991, pg. 113127. [7] C. Mereuţă: Particularitati ale repartitiilor cotelor de piata ale companiilor active pe pietele clasificate, din perspectiva gradelor de concentrare, Working Papers of Macroeconomic Modeling Seminar, No. 102301, 2009, pp. 126. [8] R. Nelsen: ''Copulas and association'', in Advances in Probability Distributions with Given Marginals. Beyond the Copulas, Eds. G. Dall' Aglio, S. Kotz and G. Salinetti, Kluwer Academic Publishers, 1991, pg. 5174. [9] O. Onicescu: ''Théorie de l'information. Energie informationnelle'', C.R. Acad. Sci., Paris, Serie A, 26, 263, 1966, pg. 841842. [10] O. Onicescu, V. Ştefănescu: Elemente de statistică informationala şi aplicaţii, Ed. Tehnică, Bucureşti, 1979. [11] I. Petrică, V. Ştefănescu: Aspecte noi ale teoriei informaţiei, Ed. Academiei, Bucureşti, 1982. [12] E. Sungur and Y. Tuncer: ''The Use of Copulas to Generate New Multivariate Distributions'', The Frontiers of Statistical Computation, Simulation & Modeling. Volume I of the Proceedings of the ICOSCOI Conference (The First International Conference on Statistical Computing, Çeşme, Izmir, Turcia, 1987, pg. 197222. [13] B. Schweizer: ''Thirty years of copulas'', in Advances in Probability Distributions with Given Marginals. Beyond the Copulas, Eds. G. Dall' Aglio, S. Kotz and G. Salinetti, Kluwer Academic Publishers, 1991, pg. 1350. [14] I. Văduva: Fast Algorithms for Computer Generation of Random Vectors used in Reliability and Applications, Preprint nr. 1603, ian. 1994, THDarmstadt. [15] I. Văduva: ''Simulation of some Multivariate Distributions'', Analele Universitatii Bucuresti, Nr. 1, 2003, pg. 127140. 
URI:  https://mpra.ub.unimuenchen.de/id/eprint/30430 
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Classification of competitiveness types using copula. (deposited 15. Apr 2011 14:50)
 Classification of competitiveness types using copula. (deposited 26. Apr 2011 13:18) [Currently Displayed]