Correlations and Copulas for Decision and Risk Analysis
Year of publication: |
1999
|
---|---|
Authors: | Clemen, Robert T. ; Reilly, Terence |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 45.1999, 2, p. 208-224
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | measures of dependence | Kendall's \tau | Spearman's \rho | copulas | multivariate normal copula | decision analysis process |
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