Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimators based on trimmed Kendall's tau in multivariate copula models |
scientific article |
Statements
Estimators based on trimmed Kendall's tau in multivariate copula models (English)
0 references
13 March 2019
0 references
Archimedean copula
0 references
coefficient of agreement
0 references
finite-sample moments
0 references
Kendall's tau
0 references
trimmed Kendall's tau
0 references
0 references
0 references
0 references
0 references