On the exact region determined by Spearman's and Blest's measure of rank correlation for bivariate extreme-value copulas

From MaRDI portal
Publication:6656672

DOI10.1016/J.JMVA.2024.105377MaRDI QIDQ6656672FDOQ6656672


Authors: Marco Tschimpke Edit this on Wikidata


Publication date: 3 January 2025

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)








Cites Work






This page was built for publication: On the exact region determined by Spearman's \(\rho\) and Blest's measure of rank correlation \(\nu\) for bivariate extreme-value copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6656672)