Pages that link to "Item:Q4457768"
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The following pages link to On blest's measure of rank correlation (Q4457768):
Displayed 20 items.
- Graphical tests of independence for general distributions (Q89204) (← links)
- Sharper asset ranking from total drawdown durations (Q103808) (← links)
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
- Measuring reproducibility of high-throughput experiments (Q652341) (← links)
- Rank correlation under categorical confounding (Q1690084) (← links)
- On the copula correlation ratio and its generalization (Q2222232) (← links)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
- Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
- ASYMPTOTIC EFFICIENCY OF THE BLEST-TYPE TESTS FOR INDEPENDENCE (Q2810353) (← links)
- Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas (Q2817158) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- A class of weighted rank correlation measures (Q5013233) (← links)
- A bivariate generalized linear exponential distribution: properties and estimation (Q5042138) (← links)
- New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings (Q5138157) (← links)
- COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
- Locally most powerful rank tests of independence for copula models (Q5460695) (← links)
- A new class of copulas having dependence range larger than FGM-type copulas (Q6152245) (← links)
- A comparison between TOPSIS and SAW methods (Q6170944) (← links)
- Tests of independence and randomness for arbitrary data using copula-based covariances (Q6200949) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)