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An Application of Kendall Distributions

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  • U. dos Anjos
  • N. Kolev

Abstract

We 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.

Suggested Citation

  • U. dos Anjos & N. Kolev, 2005. "An Application of Kendall Distributions," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(1), pages 95-102.
    • Handle: RePEc:ete:revbec:20050108
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    File URL: http://feb.kuleuven.be/rebel/jaargangen/2001-2010/2005/TEM%202005-1/TEM_2005-1_09_Anjos.pdf
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