Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate conditional versions of Spearman's rho and related measures of tail dependence |
scientific article |
Statements
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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