Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002): Difference between revisions

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Revision as of 11:35, 26 June 2024

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Multivariate conditional versions of Spearman's rho and related measures of tail dependence
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    Multivariate conditional versions of Spearman's rho and related measures of tail dependence (English)
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    19 July 2007
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    measure of dependence
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    copula
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    Spearman's rho
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    tail dependence
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    empirical copula
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    weak convergence
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