On rank correlation measures for non continuous random variables
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Author / Producer
Date
2007
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
98 (3)
Pages / Article No.
544 - 567
Publisher
Elsevier
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
copula; empirical copula; Kendall's tau; measures of association; non-continuous; Spearman's rho
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Received 25 May 2005, Available online 25 January 2006.