On the exact region determined by Spearman's \(\rho\) and Blest's measure of rank correlation \(\nu\) for bivariate extreme-value copulas (Q6656672)
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scientific article; zbMATH DE number 7961602
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| English | On the exact region determined by Spearman's \(\rho\) and Blest's measure of rank correlation \(\nu\) for bivariate extreme-value copulas |
scientific article; zbMATH DE number 7961602 |
Statements
On the exact region determined by Spearman's \(\rho\) and Blest's measure of rank correlation \(\nu\) for bivariate extreme-value copulas (English)
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3 January 2025
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association measures
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copulas
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estimation
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extreme-value copulas
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