most citedKendall's tau and Spearman's rho for normal location-scale and skew-normal scale mixture copulas

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stat.ME2024★ 1 cited

Kendall's tau and Spearman's rho for normal location-scale and skew-normal scale mixture copulas

Ye Lu

We derive explicit formulas for Kendall's tau and Spearman's rho for two broad classes of asymmetric copulas: normal location-scale mixture copulas and skew-normal scale mixture co…