| dc.contributor.author | Pérez Espartero, Ana | |
| dc.contributor.author | Prieto Alaiz, María Mercedes | |
| dc.date.accessioned | 2016-12-13T08:55:43Z | |
| dc.date.available | 2016-12-13T08:55:43Z | |
| dc.date.issued | 2016 | |
| dc.identifier.citation | Statistics and Probability Letters, 2016, vol. 112, p. 41–50 | es |
| dc.identifier.issn | 0167-7152 | es |
| dc.identifier.uri | http://uvadoc.uva.es/handle/10324/21566 | |
| dc.description | Producción Científica | es |
| dc.description.abstract | Schmid and Schmidt (2007) proposed copula-based nonparametric estimators for some
multivariate extensions of Spearman’s rho. In this paper, we show that two of those
estimators are inappropriate since they can take values out of the parameter space and
we discuss alternative proposals. | es |
| dc.format.mimetype | application/pdf | es |
| dc.language.iso | eng | es |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | |
| dc.subject | Clayton copula | es |
| dc.subject | Gaussian copula | es |
| dc.title | A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho | es |
| dc.type | info:eu-repo/semantics/article | es |
| dc.identifier.doi | 10.1016/j.spl.2016.01.015 | es |
| dc.relation.publisherversion | http://www.sciencedirect.com/ | es |
| dc.identifier.publicationfirstpage | 41 | es |
| dc.identifier.publicationlastpage | 50 | es |
| dc.identifier.publicationtitle | Statistics and Probability Letters | es |
| dc.identifier.publicationvolume | 112 | es |
| dc.peerreviewed | SI | es |
| dc.description.project | Ministerio de Economía, Industria y Competitividad (ECO2012-32178) | es |
| dc.description.project | Ministerio de Economía, Industria y Competitividad (ECO2012-32401) | es |
| dc.description.project | Junta de Castilla y León (programa de apoyo a proyectos de investigación – Ref. VA066U13) | es |
| dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 International | |
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 International