Copulas, Characterization, Correlation, and Counterexamples

DOI10.2307/2691415zbMath0832.60019OpenAlexW4253080235MaRDI QIDQ4855794

Roger B. Nelsen

Publication date: 14 December 1995

Full work available at URL: https://doi.org/10.2307/2691415

zbMATH Keywords

copulasnonparametric statisticsmultivariate distribution theory

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

Computation of general correlation coefficients for interval data ⋮ A biconvex form for copulas ⋮ Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function ⋮ Copulas: A Review and Recent Developments ⋮ Concordance and Gini's measure of association

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