|
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)
|