On kernel-based estimation of conditional Kendall's tau: Finite-distance bounds and asymptotic behavior

Alexis Derumigny*, Jean David Fermanian

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

7 Citations (Scopus)

Fingerprint

Dive into the research topics of 'On kernel-based estimation of conditional Kendall's tau: Finite-distance bounds and asymptotic behavior'. Together they form a unique fingerprint.

Mathematics