Pages that link to "Item:Q997002"

The following pages link to Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002):

Displaying 32 items.

• Testing for equality between conditional copulas given discretized conditioning events (Q110517) (← links)
• On the limit of conditional Spearman's rho under the common factor model (Q262536) (← links)
• Tail dependence of the Gaussian copula revisited (Q343977) (← links)
• Jump tail dependence in Lévy copula models (Q385630) (← links)
• A compound renewal model for medical malpractice insurance (Q487580) (← links)
• Copulas, diagonals, and tail dependence (Q529109) (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) (← links)
• On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
• Dependence between two multivariate extremes (Q633053) (← links)
• The bivariate normal copula function is regularly varying (Q643238) (← links)
• Measures of multivariate asymptotic dependence and their relation to spectral expansions (Q715491) (← links)
• Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
• Tail dependence between order statistics (Q764486) (← links)
• Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
• Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
• Partial and average copulas and association measures (Q895010) (← links)
• Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
• Tail dependence functions and vine copulas (Q1041080) (← links)
• A directory of families of infinitely extendible Archimedean copulas (Q1677956) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
• Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
• Measuring cumulative deprivation and affluence based on the diagonal dependence diagram (Q2209760) (← links)
• Expansions for bivariate copulas (Q2348320) (← links)
• A measure of multivariate mutual complete dependence (Q2353917) (← links)
• Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
• Clustering of financial time series in risky scenarios (Q2418377) (← links)
• Measuring large comovements in financial markets (Q2873533) (← links)
• Generalized Logistic Models and its orthant tail dependence (Q2882853) (← links)
• Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\) (Q6173968) (← links)
• Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
• Multivariate tail dependence and local stochastic dominance (Q6200941) (← links)