Copertina

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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	van der Spek, Rutger, Derumigny, Alexis
Natura:	Preprint
Pubblicazione:	2022
Soggetti:	Statistics Theory Statistical Finance Methodology 62H20 (Primary) 62F30, 62G05 (Secondary)
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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