ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (Q2892457)
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English | ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS |
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ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (English)
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18 June 2012
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Archimedean copula
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coefficient of agreement
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finite-sample moments
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Kendall's tau
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meta-elliptical copula
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