COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
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Publication:4972128
DOI10.1017/asb.2019.13zbMath1427.62051arXiv1810.07126OpenAlexW2962843193MaRDI QIDQ4972128
Publication date: 22 November 2019
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.07126
compatibilityhierarchical matricesattainabilitycopula modelsCholesky factorblock correlation matricesmatrices of pairwise measures of concordancetransformed rank correlation coefficients
Measures of association (correlation, canonical correlation, etc.) (62H20) Risk models (general) (91B05)
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