Invariant correlation under marginal transforms
type: Item
instance of: scholarly article
title: Invariant correlation under marginal transforms
author: Takaaki Koike
author: Liyuan Lin
author: Ruodu Wang
published in: Journal of Multivariate Analysis
publication date: 2024-10-08T00:00:00Z
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 7923114
zbMATH Keywords: correlation coefficient
zbMATH Keywords: dependence matrices
zbMATH Keywords: Fréchet copula
zbMATH Keywords: positive regression dependence
MaRDI profile type: MaRDI publication profile
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DOI: 10.1016/J.JMVA.2024.105361
description: scientific article; zbMATH DE number 7923114