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 32 times in Web of Science

Cited 45 times in Scopus

ETH Bibliography

yes

Altmetrics

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

Notes

Received 25 May 2005, Available online 25 January 2006.

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Show all metadata

Citations

Cited 32 times in Web of Science

Cited 45 times in Scopus

ETH Bibliography

yes

Altmetrics