On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
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Publication:2414784
DOI10.1016/j.jmaa.2018.11.057zbMath1418.62224OpenAlexW2902072700WikidataQ128897591 ScholiaQ128897591MaRDI QIDQ2414784
Noppadon Kamnitui, Wolfgang Trutschnig, Christian Genest, Piotr Jaworski
Publication date: 17 May 2019
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.11.057
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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Cites Work
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