The authors derive the asymptotic mean and bias of Kendall's tau and Spearman's rho in the presence of left censoring in the bivariate Gaussian copula model. They show that tie corrections for ...

This is a preview. Log in through your library . Abstract A bivariate distribution with continuous margins can be uniquely decomposed via a copula and its marginal distributions. We consider the ...

Copula models have emerged as a pivotal tool in modern statistical analysis by enabling researchers to disentangle marginal behaviours from their joint dependency structures. This flexibility is ...