Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266)

From MaRDI portal





scientific article; zbMATH DE number 7035616
Language Label Description Also known as
English
Estimators based on trimmed Kendall's tau in multivariate copula models
scientific article; zbMATH DE number 7035616

    Statements

    Estimators based on trimmed Kendall's tau in multivariate copula models (English)
    0 references
    13 March 2019
    0 references
    Archimedean copula
    0 references
    coefficient of agreement
    0 references
    finite-sample moments
    0 references
    Kendall's tau
    0 references
    trimmed Kendall's tau
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references