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COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE - MaRDI portal

COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128)

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scientific article; zbMATH DE number 7135583
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English
COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
scientific article; zbMATH DE number 7135583

    Statements

    title
    COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (English)
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    author
    Marius Hofert
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    Takaaki Koike
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    publication date
    22 November 2019
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    zbMATH Keywords
    transformed rank correlation coefficients
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    matrices of pairwise measures of concordance
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    compatibility
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    attainability
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    copula models
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    Cholesky factor
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    block correlation matrices
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    hierarchical matrices
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    cites work
    Q5386469
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    Q4382161
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    Q5253267
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    Q3704749
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    Q4943603
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    Identifiers

    DOI
    10.1017/asb.2019.13
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    zbMATH DE Number
    7135583
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    OpenAlex ID
    W2962843193
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    arXiv ID
    1810.07126
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