On rank correlation measures for non continuous random variables
Metadata only
Date
2007Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Journal of Multivariate AnalysisVolume
Pages / Article No.
Publisher
ElsevierSubject
copula; empirical copula; Kendall's tau; measures of association; non-continuous; Spearman's rhoOrganisational unit
03288 - Embrechts, Paul (emeritus)
Notes
Received 25 May 2005, Available online 25 January 2006.More
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