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中国科学院数学与系统科学研究院期刊网
ISSN 1439-8516 CN 11-2039/O1
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Tail Dependence Matrices and Tests Based on Spearman's
ρ
and Kendall's
τ
Lingyue Zhang, Dawei Lu, Hengjian Cui
Tail Dependence Matrices and Tests Based on Spearman's
ρ
and Kendall's
τ
Lingyue Zhang, Dawei Lu, Hengjian Cui
数学学报(英文) . 2025, (
2
): 522 -546 . DOI: 10.1007/s10114-025-3225-3
