Estimators Based On Kendall's Tau In Multivariate Copula Models

Australian and New Zealand Journal of Statistics

Volumn 53, Issue 2, 2011, Pages 157-177

  Genest, Christian ^a   Nešlehová, Johanna ^a   Ben Ghorbal, Noomen ^b  

^a MCGILL UNIVERSITY   (Canada)

^b UNIVERSITÉ LAVAL   (Canada)

Author keywords

Archimedean copula; Coefficient of agreement; Finite sample moments; Kendall's tau; Meta elliptical copula

Indexed keywords

EID: 80054926500     PISSN: 13691473     EISSN: 1467842X     Source Type: Journal    
DOI: 10.1111/j.1467-842X.2011.00622.x     Document Type: Article

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