Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions

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Bibliographic Details
Main Authors:	van der Spek, Rutger, Derumigny, Alexis
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory Statistical Finance Methodology 62H20 (Primary) 62F30, 62G05 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2204.03285