COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128)

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scientific article; zbMATH DE number 7135583
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COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
scientific article; zbMATH DE number 7135583

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    COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (English)
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    22 November 2019
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    transformed rank correlation coefficients
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    matrices of pairwise measures of concordance
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    compatibility
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    attainability
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    copula models
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    Cholesky factor
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    block correlation matrices
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    hierarchical matrices
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