ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (Q2892457): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: QRM / rank
 
Normal rank

Revision as of 19:46, 29 February 2024

scientific article
Language Label Description Also known as
English
ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
scientific article

    Statements

    ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (English)
    0 references
    0 references
    0 references
    0 references
    18 June 2012
    0 references
    Archimedean copula
    0 references
    coefficient of agreement
    0 references
    finite-sample moments
    0 references
    Kendall's tau
    0 references
    meta-elliptical copula
    0 references

    Identifiers