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Volumn 139, Issue 11, 2009, Pages 3942-3946

On multivariate Gaussian copulas

Author keywords

Copulas; Correlation; Kendall; Spearman

Indexed keywords


EID: 68049114488     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2009.05.039     Document Type: Article
Times cited : (48)

References (4)
  • 2
    • 0032656018 scopus 로고    scopus 로고
    • Correlations and copulas for decision and risk analysis
    • Clemen R.T., and Reilly T. Correlations and copulas for decision and risk analysis. Management Science 45 2 (1999) 208-224
    • (1999) Management Science , vol.45 , Issue.2 , pp. 208-224
    • Clemen, R.T.1    Reilly, T.2
  • 4
    • 34248974445 scopus 로고
    • Ordinal measures of association
    • Kruskal W. Ordinal measures of association. JASA 53 (1958) 814-861
    • (1958) JASA , vol.53 , pp. 814-861
    • Kruskal, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.