The following pages link to Multivariate concordance (Q1813538):
Displaying 50 items.
- Copula-based dependence measures (Q141080) (← links)
- A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho (Q273774) (← links)
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Copula-induced measures of concordance (Q325002) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- Directional dependence in multivariate distributions (Q421436) (← links)
- Elementary multivariate rearrangements and stochastic dominance on a Fréchet class (Q435907) (← links)
- Increasing interdependence of multivariate distributions (Q435910) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Dependence structures of multivariate Bernoulli random vectors (Q558000) (← links)
- Concordance measures for multivariate non-continuous random vectors (Q604355) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- Matrix variance inequalities for multivariate distributions (Q713725) (← links)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- On order statistics and Kendall's tau (Q826726) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Multivariate medial correlation with applications (Q830307) (← links)
- Kendall regression coefficient (Q830456) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- A measure of mutual complete dependence in discrete variables through subcopula (Q897746) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Mining and visualising ordinal data with non-parametric continuous BBNs (Q962305) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- GeD spline estimation of multivariate Archimedean copulas (Q1023694) (← links)
- Characterizations of degree one bivariate measures of concordance (Q1026365) (← links)
- On dependence of risks and stop-loss premiums (Q1302136) (← links)
- Multivariate dependence measures and data analysis (Q1361574) (← links)
- Supermodular stochastic orders and positive dependence of random vectors (Q1364669) (← links)
- A comparison between homogeneous and heterogeneous portfolios. (Q1413283) (← links)
- Some remarks on the supermodular order (Q1570292) (← links)
- Supermodular dependence ordering on a class of multivariate copulas (Q1613090) (← links)
- Copula-based measurement of interdependence for discrete distributions (Q1633656) (← links)
- Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
- A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675) (← links)
- Two sufficient conditions for convex ordering on risk aggregation (Q1667592) (← links)
- Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
- Single-index copulas (Q1742729) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Some counterexamples in positive dependence (Q1878840) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- A functional for copulas and quasi-copulas (Q1952670) (← links)
- On metric spaces of subcopulas (Q2049230) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
