A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas (Q2283656)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas |
scientific article |
Statements
A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas (English)
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13 January 2020
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concordance
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copula
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Kendall tau
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Spearman rho
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extreme value distribution
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