Tail Dependence Matrices and Tests Based on Spearman's ρ and Kendall's τ.
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| Title: | Tail Dependence Matrices and Tests Based on Spearman's ρ and Kendall's τ. |
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| Authors: | Zhang, Lingyue1 (AUTHOR) lingyue_zhang@126.com, Lu, Dawei2 (AUTHOR) ludawei_dlut@163.com, Cui, Hengjian1 (AUTHOR) hjcui@bnu.edu.cn |
| Source: | Acta Mathematica Sinica. Feb2025, Vol. 41 Issue 2, p522-546. 25p. |
| Database: | Academic Search Ultimate |
| ISSN: | 14398516 |
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| DOI: | 10.1007/s10114-025-3225-3 |
