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

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发表时间：2024-11-19

发表刊物：Acta Mathematica Sinica,English Series

ISSN号：1439-8516

关键字：Copula; Kendall's τ; Spearman's ρ; Tail dependence; U-statistic

CN号：11-2039/O1

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