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Invariant correlation under marginal transforms - MaRDI portal

Invariant correlation under marginal transforms (Q6615380)

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scientific article; zbMATH DE number 7923114
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English
Invariant correlation under marginal transforms
scientific article; zbMATH DE number 7923114

    Statements

    Invariant correlation under marginal transforms (English)
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    8 October 2024
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    correlation coefficient
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    dependence matrices
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    Fréchet copula
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    positive regression dependence
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