An Application of Kendall Distributions
AbstractWe propose to use copulas in order to describe the dependence structure between nonoverlapping random vectors with known multivariate marginals scanned by their Kendall distribution functions.
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Bibliographic InfoArticle provided by Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen in its journal Review of Business and Economics.
Volume (Year): L (2005)
Issue (Month): 1 ()
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