Study of partial and average conditional Kendall's tau
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Publication:2236383
DOI10.1515/DEMO-2021-0104zbMATH Open1476.62091OpenAlexW3178174791MaRDI QIDQ2236383
Margot Matterne, Irène Gijbels
Publication date: 22 October 2021
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2021-0104
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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Related Items (3)
Nonparametric C- and D-vine-based quantile regression ⋮ A few generalizations of Kendall's tau. I: Construction ⋮ Median and quantile conditional copulas
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