Compatibility and attainability of matrices of correlation-based measures of concordance
By Marius Hofert, Takaaki Koike
| Year of publication: |
2019
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|---|---|
| Authors: | Hofert, Marius ; Koike, Takaaki |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 3, p. 885-918
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| Subject: | Tansformed rank correlation coefficients | matrices of pairwise measures of concordance | attainability | copula models | Cholesky factor | block correlation matrices hierarchical matrices | Korrelation | Correlation | Lineare Algebra | Linear algebra | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Ranking-Verfahren | Ranking method | Schätzung | Estimation | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.13 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012125190