Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (Q3455257)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties |
scientific article |
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Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (English)
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4 December 2015
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Archimedean \(n\)-copula
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infinite-dimensional Archimedean \(n\)-copula
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Laplace transform
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Williamson \(n\)-transform
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Kendall's tau
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Spearman's rho
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