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Tail Dependence Matrices and Tests based on Spearman's ρ and Kendall's τ

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Date of Publication:2024-11-19

Journal:Acta Mathematica Sinica,English Series

ISSN No.:1439-8516

Key Words:Copula; Kendall's τ; Spearman's ρ; Tail dependence; U-statistic

CN No.:11-2039/O1

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