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Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula - MaRDI portal

Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula (Q2255831)

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Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula
scientific article

    Statements

    title
    Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula (English)
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    author
    Thomas Blumentritt
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    Oliver Grothe
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    publication date
    18 February 2015
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    zbMATH Keywords
    resampling
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    ties
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    mid-ranks
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    computing time
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    nonparametric copula estimation
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    describes a project that uses
    Matlab
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    bootstrap
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    Identifiers

    zbMATH DE Number
    6405512
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    OpenAlex ID
    W2017921582
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