On multivariate Gaussian copulas
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Publication:840759
DOI10.1016/j.jspi.2009.05.039zbMath1169.62055OpenAlexW1966041919MaRDI QIDQ840759
Publication date: 14 September 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.039
Measures of association (correlation, canonical correlation, etc.) (62H20) Approximations to statistical distributions (nonasymptotic) (62E17)
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