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

From MaRDI portal
scientific article
Language Label Description Also known as
English
ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
scientific article

    Statements

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

    Identifiers