Measuring association and dependence between random vectors
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- A framework for measuring association of random vectors via collapsed random variables
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- Partial and average copulas and association measures
Cites work
- A Class of Statistics with Asymptotically Normal Distribution
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- A Note on Average Tau as a Measure of Concordance
- An introduction to copulas.
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Brownian distance covariance
- Empirical and sequential empirical copula processes under serial dependence
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 3390157 (Why is no real title available?)
- scientific article; zbMATH DE number 3400223 (Why is no real title available?)
- Kendall's W reconsidered
- Measuring and testing dependence by correlation of distances
- Multivariate concordance
- Multivariate extensions of Spearman's rho and related statistics
- Multivariate Kendall's tau for change-point detection in copulas
- Nonparametric estimation of multivariate extreme-value copulas
- On the simplified pair-copula construction -- simply useful or too simplistic?
- Pair-copula constructions of multiple dependence
- Probability density decomposition for conditionally dependent random variables modeled by vines
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Semiparametric estimation in copula models
- The jackknife estimate of variance
- The Problem of m Rankings
- Vines -- a new graphical model for dependent random variables.
- Weak convergence of empirical copula processes
Cited in
(23)- Copula-based dependence measures
- Copula-based dependence measures for piecewise monotonicity
- A framework for measuring association of random vectors via collapsed random variables
- Measuring dependence between random vectors via optimal transport
- A unified approach to constructing correlation coefficients between random variables
- Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\)
- Ordinal pattern dependence as a multivariate dependence measure
- Vector copulas
- On some properties of a symmetric Grubbs' copula
- Hierarchical Kendall copulas: properties and inference
- Local dependence test between random vectors based on the robust conditional Spearman's and Kendall's
- Measuring linear correlation between random vectors
- Understanding relationships with the aggregate zonal imbalance using copulas
- Parametric dependence between random vectors via copula-based divergence measures
- Ordinal pattern dependence and multivariate measures of dependence
- Copula modeling of receiver operating characteristic and predictiveness curves
- High-dimensional copula-based Wasserstein dependence
- Measuring multivariate regression association via spatial sign
- On the extensions of the Chatterjee-Spearman test
- Continuous displacement interpolation between checkerboard copulas
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
- Kendall regression coefficient
- Measures of the functional dependence of random vectors
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