On the multivariate probability integral transformation

Statistics and Probability Letters

Volumn 53, Issue 4, 2001, Pages 391-399

  Genest, Christian ^a   Rivest, Louis Paul ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

Copula; Extreme value distribution; Kendall's tau

Indexed keywords

EID: 0035402640     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00047-5     Document Type: Article

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