Zobrazeno 1 - 2
of 2
pro vyhledávání: '"sparse copulas"'
Autor:
Fuchs Sebastian, McCord Yann
Publikováno v:
Dependence Modeling, Vol 7, Iss 1, Pp 126-132 (2019)
Úbeda-Flores showed that the range of multivariate Spearman’s footrule for copulas of dimension d ≥ 2 is contained in the interval [−1/d, 1], that the upper bound is attained exclusively by the upper Fréchet-Hoeffding bound, and that the lowe
Externí odkaz:
https://doaj.org/article/17c88f539f0341a2ac221e7d0f770771
Autor:
Sebastian Fuchs, Yann McCord
Publikováno v:
Dependence Modeling, Vol 7, Iss 1, Pp 126-132 (2019)
Úbeda-Flores showed that the range of multivariate Spearman’s footrule for copulas of dimension d ≥ 2 is contained in the interval [−1/d, 1], that the upper bound is attained exclusively by the upper Fréchet-Hoeffding bound, and that the lowe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f8dc9bf1fccfb977b2b760eb34df2d8b
https://doi.org/10.1515/demo-2019-0005
https://doi.org/10.1515/demo-2019-0005