Pages that link to "Item:Q1156440"
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The following pages link to On nonparametric measures of dependence for random variables (Q1156440):
Displaying 50 items.
- Estimation in exponential families on permutations (Q70429) (← links)
- Rearranged dependence measures (Q74042) (← links)
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- On a strong metric on the space of copulas and its induced dependence measure (Q85345) (← links)
- Graphical tests of independence for general distributions (Q89204) (← links)
- A new coefficient of correlation (Q130047) (← links)
- Copula-based dependence measures (Q141080) (← links)
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
- On quantifying dependence: a framework for developing interpretable measures (Q254346) (← links)
- Induced dependence, factor interaction, and discriminating between causal structures (Q289777) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Empirical copulas for consecutive survival data (Q384769) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- Measures of non-exchangeability for bivariate random vectors (Q451448) (← links)
- Joint survival probability via truncated invariant copula (Q509311) (← links)
- Generalized covariance inequalities (Q539199) (← links)
- On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics (Q550684) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- On concordance measures for discrete data and dependence properties of Poisson model (Q609692) (← links)
- Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index (Q629513) (← links)
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791) (← links)
- Computational uncertainty analysis in multiresolution materials via stochastic constitutive theory (Q643960) (← links)
- Shuffles of copulas and a new measure of dependence (Q691846) (← links)
- Constraints on concordance measures in bivariate discrete data (Q707394) (← links)
- A new extension of bivariate FGM copulas (Q745474) (← links)
- Copula modeling for discrete random vectors (Q830311) (← links)
- ``Weak'' stochastic orderings and dependence measures (Q840730) (← links)
- Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) (← links)
- On rank correlation measures for non-continuous random variables (Q873621) (← links)
- Extremes of nonexchangeability (Q882905) (← links)
- Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function (Q901489) (← links)
- Dependence measuring from conditional variances (Q906340) (← links)
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
- Copulae of probability measures on product spaces (Q912464) (← links)
- Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds (Q916336) (← links)
- Possibly dependent probability summation of reaction time (Q918478) (← links)
- Efficient nonparametric testing by functional estimation (Q921777) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
- On measures of association as measures of positive dependence (Q1195572) (← links)
- On the proper bounds of the Gini correlation (Q1292440) (← links)
- Two-dimensional Bernstein polynomial density estimators (Q1337202) (← links)
- Improved rank-based dependence measures for categorical data. (Q1423197) (← links)
- On the rate of convergence to asymptotic independence between order statistics. (Q1427722) (← links)
- Measures of multivariate dependence based on a distance between Fisher information matrices (Q1582361) (← links)
- Copula-based measurement of interdependence for discrete distributions (Q1633656) (← links)
- Robust dependence measure for detecting associations in large data set (Q1636995) (← links)
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
- On the length of copula level curves (Q1661365) (← links)
- Inventory pooling with environmental constraints using copulas (Q1694924) (← links)
