Estimators based on Kendall's tau in multivariate copula models (Q2892457)
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scientific article; zbMATH DE number 6047541
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimators based on Kendall's tau in multivariate copula models |
scientific article; zbMATH DE number 6047541 |
Statements
18 June 2012
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Archimedean copula
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coefficient of agreement
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finite-sample moments
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Kendall's tau
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meta-elliptical copula
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0.97004753
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0.92816794
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0.89805055
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0.88978046
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0.88889056
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Estimators based on Kendall's tau in multivariate copula models (English)
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