On attainability of Kendall’s tau matrices and concordance signatures
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DOI: 10.1016/j.jmva.2022.105033
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Cited by:
- Genest, Christian & Hron, Karel & Nešlehová, Johanna G., 2023. "Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
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Keywords
Attainable correlations; Concordance; Copulas; Cut-polytope; Elliptical distributions; Exchangeable distributions; Extremal distributions; Kendall’s rank correlation; Multivariate Bernoulli distributions;All these keywords.
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