On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior

DOI10.1515/DEMO-2019-0016WikidataQ127184608 ScholiaQ127184608MaRDI QIDQ110512FDOQ110512

Authors: Alexis Derumigny, Jean-David Fermanian 

Publication date: 1 January 2019

Published in: Dependence Modeling (Search for Journal in Brave)

Cited In (1)

• CondCopulas

This page was built for publication: On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q110512)