Reference Type | Journal (article/letter/editorial) |
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Title | Multivariate Kendall's tau for change-point detection in copulas |
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Journal | Canadian Journal of Statistics |
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Authors | Quessy, Jean-François | Author |
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Saïd, Mériem | Author |
Favre, Anne-Catherine | Author |
Year | 2013 (March) | Volume | 41 |
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Publisher | Wiley |
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DOI | doi:10.1002/cjs.11150Search in ResearchGate |
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| Generate Citation Formats |
Mindat Ref. ID | 11344527 | Long-form Identifier | mindat:1:5:11344527:3 |
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GUID | 0 |
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Full Reference | Quessy, Jean-François, Saïd, Mériem, Favre, Anne-Catherine (2013) Multivariate Kendall's tau for change-point detection in copulas. Canadian Journal of Statistics, 41. 65-82 doi:10.1002/cjs.11150 |
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Plain Text | Quessy, Jean-François, Saïd, Mériem, Favre, Anne-Catherine (2013) Multivariate Kendall's tau for change-point detection in copulas. Canadian Journal of Statistics, 41. 65-82 doi:10.1002/cjs.11150 |
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In | (n.d.) Canadian Journal of Statistics Vol. 41. Wiley |
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