On the limit of conditional Spearman’s rho under the common...

Extremes 2016 / 3 Vol. 19; Iss. 1

On the limit of conditional Spearman’s rho under the common factor model

Bae, Taehan, Iscoe, Ian
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Volume:
19
Language:
english
Journal:
Extremes
DOI:
10.1007/s10687-015-0231-3
Date:
March, 2016
File:
PDF, 657 KB
english, 2016
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