On grade transformation and its implications for copulas (Q367520)
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scientific article; zbMATH DE number 6208410
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On grade transformation and its implications for copulas |
scientific article; zbMATH DE number 6208410 |
Statements
On grade transformation and its implications for copulas (English)
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16 September 2013
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copula
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Gini correlation
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grade transformation
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Kendall's \(\tau\)
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Spearman's \(\rho\)
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0.8914931
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0.8726157
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0.8691263
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0.8638214
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0.86117804
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0.8569412
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0.8568275
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0.8549902
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