Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (Q3455257): Difference between revisions

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Latest revision as of 03:25, 11 July 2024

scientific article
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English
Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties
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    Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (English)
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    4 December 2015
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    Archimedean \(n\)-copula
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    infinite-dimensional Archimedean \(n\)-copula
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    Laplace transform
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    Williamson \(n\)-transform
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    Kendall's tau
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    Spearman's rho
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    Identifiers

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