On rank correlation measures for non continuous random variables - Research Collection

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Author

Neslehova, Johanna

Date

2007

Type

Journal Article

Citations

Cited 33 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.jmva.2005.11.007

Journal / series

Journal of multivariate analysis

Volume

98(3)

Pages / Article No.

544 - 567

Publisher

Elsevier

Subject

copula; empirical copula; Kendall's tau; measures of association; non-continuous; Spearman's rho

Organisational unit

03288 - Embrechts, Paul (emeritus)

Notes

Received 25 May 2005, Available online 25 January 2006.

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Citations

Cited 33 times in Web of Science

ETH Bibliography

yes

Altmetrics