On the family of multivariate chi-square copulas

Published 2016 View Full Article

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Title
On the family of multivariate chi-square copulas
Authors
Keywords
Concordance measures, Kendall’s tau, Normal copula, Parameter estimation, Spatial interpolation, Spearman’s rho
Journal
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 152, Issue -, Pages 40-60
Publisher
Elsevier BV
Online
2016-07-31
DOI
10.1016/j.jmva.2016.07.007

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