Copula-based dependence measures

Copula-based dependence measures

Bibliographic Details
Main Author: Liebscher Eckhard
Format: Article
Language:English
Published: De Gruyter 2014-10-01
Series:Dependence Modeling
Subjects:
dependence measures
pearman’s ρ
spearman’s footrule
estimators for dependence measures
62h20
Online Access:https://doi.org/10.2478/demo-2014-0004

Internet

https://doi.org/10.2478/demo-2014-0004

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