Copula-based dependence measures
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3932217 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- A multivariate version of Gini's rank association coefficient
- A multivariate version of Hoeffding's phi-square
- An introduction to copulas.
- Approximation Theorems of Mathematical Statistics
- Asymptotic Statistics
- Measuring association and dependence between random vectors
- Multivariate concordance
- Multivariate extensions of Spearman's rho and related statistics
- Multivariate measures of concordance
- Multivariate versions of Blomqvist's beta and Spearman's footrule
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
- On nonparametric measures of dependence for random variables
- On the asymptotic distribution of a general measure of monotone dependence
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
- Some new parametric families of multivariate copulas
Cited in
(41)- Copula-based measurement of interdependence for discrete distributions
- On the exact region determined by Spearman's footrule and Gini's gamma
- scientific article; zbMATH DE number 2106797 (Why is no real title available?)
- Estimating scale-invariant directed dependence of bivariate distributions
- On the length of copula level curves
- Copula theory and probabilistic sensitivity analysis: is there a connection?
- Kendall regression coefficient
- Partial and average copulas and association measures
- A new coefficient of correlation
- Copula-based dependence measures for piecewise monotonicity
- On the dependency for asymptotically independent estimates
- Mutual association measures
- The partial copula: properties and associated dependence measures
- On the interrelation between dependence coefficients of bivariate extreme value copulas
- On the exact regions determined by Kendall's tau and other concordance measures
- Asymptotic inference on a general measure of monotone dependence
- Higher Order Correlation Coefficients
- Weighted Entropic Copula from Preliminary Knowledge of Dependence
- Link between grade measures of dependence and of separability in pairs of conditional distributions
- A copula-based non-parametric measure of regression dependence
- Copulas between wealth and lifetime
- Codispersion coefficients for spatial and temporal series
- Nonparametric measures of dependence for biometric data studies
- scientific article; zbMATH DE number 7640335 (Why is no real title available?)
- Spearman coefficient for functions
- Relation between non-exchangeability and measures of concordance of copulas
- scientific article; zbMATH DE number 3942106 (Why is no real title available?)
- Measuring exposure to dependence risk with random Bernstein copula scenarios
- Dependence measures for perturbations of copulas
- Modeling Dependencies with Copulae
- A copula-based approach to account for dependence in stress-strength models
- Dependence of random variables based on copula theory
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment
- Coskewness under dependence uncertainty
- Testing and dating structural changes in copula-based dependence measures
- Dual volatility and dependence parameters and the copula
- depcoeff
- Measuring the dependence among dimensions of welfare: a study based on Spearman's footrule and Gini's gamma
- On the exact region determined by Spearman's rho and Spearman's footrule
- Dependence structure estimation using copula recursive trees
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
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