An Application of Kendall Distributions

U. dos Anjos and N. Kolev

Review of Business and Economic Literature, 2005, vol. L, issue 1, 95-102

Abstract: We propose to use copulas in order to describe the dependence structure between nonoverlapping random vectors with known multivariate marginals scanned by their Kendall distribution functions.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:ete:revbec:20050108

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