Multivariate Rank Correlations: A Gaussian Field on a Direct Product of Spheres (Q2752951)

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Multivariate Rank Correlations: A Gaussian Field on a Direct Product of Spheres
scientific article

    Statements

    title
    Multivariate Rank Correlations: A Gaussian Field on a Direct Product of Spheres (English)
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    author
    Yuri N. Tyurin
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    Vladimir I. Piterbarg
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    publication date
    22 October 2001
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    zbMATH Keywords
    multivariate sample ranks
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    Kendall's tau
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    weak convergence
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    Identifiers

    Mathematics Subject Classification ID
    62H20
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    62H15
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    60F05
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    62M40
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    zbMATH DE Number
    1665886
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    OpenAlex ID
    W2113762229
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