2026-05-05T11:18:30Zhttps://uvadoc.uva.es/oai/requestoai:uvadoc.uva.es:10324/215662025-03-26T16:41:31Zcom_10324_1146com_10324_931com_10324_894col_10324_1262
A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho
Pérez Espartero, Ana
Prieto Alaiz, María Mercedes
Clayton copula
Gaussian copula
Producción Científica
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.
2016-12-13
2016-12-13
2016
info:eu-repo/semantics/article
Statistics and Probability Letters, 2016, vol. 112, p. 41–50
0167-7152
http://uvadoc.uva.es/handle/10324/21566
10.1016/j.spl.2016.01.015
41
50
Statistics and Probability Letters
112
eng
http://www.sciencedirect.com/
info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by-nc-nd/4.0/
Attribution-NonCommercial-NoDerivatives 4.0 International