Dependency measures under bivariate homogeneous shock models (Q5317763)
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scientific article; zbMATH DE number 2206626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependency measures under bivariate homogeneous shock models |
scientific article; zbMATH DE number 2206626 |
Statements
Dependency measures under bivariate homogeneous shock models (English)
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21 September 2005
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bivariate exponential model
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bivariate homogeneous shock model
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dependency measures
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Kendall's \(\tau\)
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