RT info:eu-repo/semantics/article
T1 A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho
A1 Pérez Espartero, Ana
A1 Prieto Alaiz, María Mercedes
K1 Clayton copula
K1 Gaussian copula
AB Schmid and Schmidt (2007) proposed copula-based nonparametric estimators for somemultivariate extensions of Spearman’s rho. In this paper, we show that two of thoseestimators are inappropriate since they can take values out of the parameter space andwe discuss alternative proposals.
SN 0167-7152
YR 2016
FD 2016
LK http://uvadoc.uva.es/handle/10324/21566
UL http://uvadoc.uva.es/handle/10324/21566
LA eng
NO Statistics and Probability Letters, 2016, vol. 112,  p. 41–50
NO Producción Científica
DS UVaDOC
RD 02-dic-2024