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Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions - MaRDI portal

Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions (Q6395927)

From MaRDI portal





preprint article from arXiv
Language Label Description Also known as
English
Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
preprint article from arXiv

    Statements

    7 April 2022
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    math.ST
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    q-fin.ST
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    stat.ME
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    stat.TH
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    Rutger van der Spek
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    Alexis Derumigny
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    Identifiers

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