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

Release Time:2024-11-21  Hits:

Date of Publication: 2024-11-19

Journal: Acta Mathematica Sinica,English Series

ISSN: 1439-8516

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

CN: 11-2039/O1

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