Pages that link to "Item:Q2477007"

The following pages link to Multivariate measures of concordance (Q2477007):

Displaying 36 items.

• Copula-based dependence measures (Q141080) (← links)
• Copula-induced measures of concordance (Q325002) (← links)
• Multivariate measures of concordance for copulas and their marginals (Q325006) (← links)
• A biconvex form for copulas (Q325017) (← links)
• Directional dependence in multivariate distributions (Q421436) (← links)
• Multivariate copulas with quadratic sections in one variable (Q601765) (← links)
• Concordance measures for multivariate non-continuous random vectors (Q604355) (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) (← links)
• Multivariate medial correlation with applications (Q830307) (← 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)
• Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems (Q904699) (← links)
• Characterizations of degree one bivariate measures of concordance (Q1026365) (← links)
• Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
• Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603) (← links)
• On metric spaces of subcopulas (Q2049230) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
• Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance (Q2152252) (← links)
• Measuring cumulative deprivation and affluence based on the diagonal dependence diagram (Q2209760) (← links)
• Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas (Q2218837) (← links)
• On the specification of multivariate association measures and their behaviour with increasing dimension (Q2222230) (← links)
• A multivariate dependence measure for aggregating risks (Q2252393) (← links)
• On minimal copulas under the concordance order (Q2302826) (← links)
• A Kendall correlation coefficient between functional data (Q2303065) (← links)
• Reflection invariant copulas (Q2328791) (← links)
• A measure of multivariate mutual complete dependence (Q2353917) (← links)
• On a family of multivariate copulas for aggregation processes (Q2465343) (← links)
• Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
• Sobolev Convergence of Empirical Bernstein Copulas (Q5158044) (← links)
• (Q5176408) (← links)
• (Q5416364) (← links)
• On the exact region determined by Spearman's rho and Spearman's footrule (Q6049283) (← links)
• Convex concordance measures (Q6079397) (← links)
• A few generalizations of Kendall's tau. I: Construction (Q6599960) (← links)
• The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach (Q6620912) (← links)