Invariant correlation under marginal transforms

Takaaki Koike, Liyuan Lin, Ruodu Wang

Year of publication:	[2024]
Authors:	Koike, Takaaki ; Lin, Liyuan ; Wang, Ruodu
Publisher:	[Victoria, Australia] : [Monash University, Department of Econometrics and Business Statistics]
Subject:	correlation coefficient \| dependence matrices \| Fréchet copula \| positive regression dependence \| Korrelation \| Correlation \| Multivariate Verteilung \| Multivariate distribution \| Schätztheorie \| Estimation theory \| Regressionsanalyse \| Regression analysis \| Zeitreihenanalyse \| Time series analysis

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