Estimators based on trimmed Kendall's tau in multivariate copula models
type: Item
instance of: scholarly article
title: Estimators based on trimmed Kendall's tau in multivariate copula models
zbMATH Open document ID: 1486.62151
author: Narayanaswamy Balakrishnan
author: Mohsen Rezapour
published in: Statistical Methodology
publication date: 2019-03-13T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 7035616
zbMATH Keywords: Archimedean copula
zbMATH Keywords: coefficient of agreement
zbMATH Keywords: finite-sample moments
zbMATH Keywords: Kendall's tau
zbMATH Keywords: trimmed Kendall's tau
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.stamet.2013.05.001
OpenAlex ID: W2051299125
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DOI: 10.1016/J.STAMET.2013.05.001
description: scientific article; zbMATH DE number 7035616