ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
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Publication:2892457
DOI10.1111/j.1467-842X.2011.00622.xzbMath1274.62367OpenAlexW1487371587MaRDI QIDQ2892457
Christian Genest, Noomen Ben Ghorbal, Johanna G. Nešlehová
Publication date: 18 June 2012
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.2011.00622.x
Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Uses Software
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