TY  - JOUR 
AU  - Pérez Espartero, Ana
AU  - Prieto Alaiz, María Mercedes
PY  - 2016
SN  - 0167-7152
UR  - http://uvadoc.uva.es/handle/10324/21566
AB  - 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...
LA  - eng
KW  - Clayton copula
KW  - Gaussian copula
TI  - A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho
DO  - http://dx.doi.org/10.1016/j.spl.2016.01.015
ER  -