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Jackknife Empirical Likelihood Intervals for Spearman’s Rho Ruodu Wang1,2 and Liang Peng1,2 Abstract In connection with copulas, rank correlation such as Kendall’s tau and Spearman’s rho has been employed in risk m
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Document Date: 2011-07-10 05:10:21
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Jackknife Empirical Likelihood Intervals for Spearman’s Rho Ruodu Wang1,2 and Liang Peng1,2 Abstract In connection with copulas, rank correlation such as Kendall’s tau and Spearman’s rho has been employed in risk m