Validation of association (Q2306090): Difference between revisions

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+Stop-loss premiums under dependence
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+A new test of independence for bivariate observations
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+Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
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+Weak convergence of the empirical copula process with respect to weighted metrics
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+Weak convergence of the weighted empirical beta copula process
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+Q4365239
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+On quadratic functionals of the Brownian sheet and related processes
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+The t Copula and Related Copulas
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+Correlation order, merging and diversification
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+On the dependency of risks in the individual life model
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+Q4636979
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+Weak convergence of empirical copula processes
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+Chi-plots for assessing dependence
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+Detecting Dependence With Kendall Plots
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+The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
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+A consistent multivariate test of association based on ranks of distances
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+Dependence function for continuous bivariate densities
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+Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
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+Large sample behavior of the Bernstein copula estimator
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+How to (and how not to) compute stop-loss premiums in practice
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+Data-Driven Rank Tests for Independence
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+A note on testing independence by a copula-based order selection approach
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+Visualizing Association Structure in Bivariate Copulas Using New Dependence Function
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+Two-Sample Test Against One-Sided Alternatives
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+Validation of positive quadrant dependence
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+The quantilogram: with an application to evaluating directional predictability
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+Bivariate extreme-value copulas with discrete Pickands dependence measure
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+An introduction to copulas.
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+Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
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+On quantifying dependence: a framework for developing interpretable measures
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+Detecting Novel Associations in Large Data Sets
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+An empirical study of the maximal and total information coefficients and leading measures of dependence
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+Measuring dependence powerfully and equitably
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+Q4403170
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+THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
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+Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
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+On nonparametric measures of dependence for random variables
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+Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
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+The empirical beta copula
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+Bivariate extreme statistics. I
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+Brownian distance covariance
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+Local Gaussian correlation: a new measure of dependence
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+Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence
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+A Simple Density-Based Empirical Likelihood Ratio Test for Independence
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+Generalized R-squared for detecting dependence
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+A measure of general functional dependence between two continuous variables
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+Large-scale kernel methods for independence testing
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+Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
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+Q126402140
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