ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (Q2892457)

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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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