A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho (Q273774)
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scientific article; zbMATH DE number 6572330
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| English | A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho |
scientific article; zbMATH DE number 6572330 |
Statements
A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho (English)
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22 April 2016
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Spearman's rho
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multivariate concordance
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empirical copula
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Clayton copula
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Gaussian copula
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0.8729344606399536
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0.8117603063583374
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0.7907742261886597
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0.7891866564750671
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0.777711808681488
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