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Compatible matrices of Spearman's rank correlation - MaRDI portal

Compatible matrices of Spearman's rank correlation (Q2322625)

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Compatible matrices of Spearman's rank correlation
scientific article

    Statements

    title
    Compatible matrices of Spearman's rank correlation (English)
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    author
    Bin Wang
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    Ruodu Wang
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    Yu-ming Wang
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    publication date
    5 September 2019
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    zbMATH Keywords
    compatibility
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    copula
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    rank correlation matrix
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    risk management
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    Spearman's rho
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    describes a project that uses
    QRM
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    CopulaModel
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    Identifiers

    zbMATH DE Number
    7101627
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    OpenAlex ID
    W2962864308
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    arXiv ID
    1810.03477
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    Wikidata QID
    Q128202603
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