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What is Ranks

Chapter 48
Encyclopedia of Business Analytics and Optimization
The ranks of data observations are obtained by sorting them in order and by subsequently replacing each of them by its relative position in the order.
Published in Chapter:
Copula-Based Multivariate Time Series Models
Iva Mihaylova (University of St. Gallen, Switzerland)
Copyright: © 2014 |Pages: 13
DOI: 10.4018/978-1-4666-5202-6.ch048
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