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On the multivariate probability integral transformation - MaRDI portal

On the multivariate probability integral transformation (Q5952108)

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scientific article; zbMATH DE number 1687683
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English
On the multivariate probability integral transformation
scientific article; zbMATH DE number 1687683

    Statements

    title
    On the multivariate probability integral transformation (English)
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    author
    Christian Genest
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    Louis-Paul Rivest
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    publication date
    7 April 2002
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    zbMATH DE Number
    1687683
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    zbMATH Keywords
    copula
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    extreme value distribution
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    Kendall's tau
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    OpenAlex ID
    W2051679410
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