Estimating scale-invariant directed dependence of bivariate distributions

作者：Robert R. Junker, Florian Griessenberger, Wolfgang Trutschnig · 发表于：Computational Statistics & Data Analysis · 年份：2020 · DOI：10.1016/j.csda.2020.107058 · 被引用次数：31 · 研究领域：Financial Risk and Volatility Modeling、Climate variability and models、Data Analysis with R