On multivariate Gaussian copulas (Q840759)
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scientific article; zbMATH DE number 5603644
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On multivariate Gaussian copulas |
scientific article; zbMATH DE number 5603644 |
Statements
On multivariate Gaussian copulas (English)
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14 September 2009
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correlation
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Kendall
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Spearman
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0.7584728002548218
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0.7569606304168701
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0.7558990716934204
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0.7548737525939941
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0.7543243169784546
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