Tail Dependence Matrices and Tests Based on Spearman's ρ and Kendall's τ

Lingyue Zhang, Dawei Lu, Hengjian Cui

Acta Mathematica Sinica ›› 2025, Vol. 41 ›› Issue (2) : 522-546.

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Acta Mathematica Sinica ›› 2025, Vol. 41 ›› Issue (2) : 522-546. DOI: 10.1007/s10114-025-3225-3
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Tail Dependence Matrices and Tests Based on Spearman's ρ and Kendall's τ

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, 2025, 41(2): 522-546 https://doi.org/10.1007/s10114-025-3225-3

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