On a Measure of Dependence Between two Random Variables

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Modelling dynamic portfolio risk using risk drivers of elliptical processes
Testing the random walk hypothesis through robust estimation of correlation
Stochastic rearrangement inequalities
Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
On robust estimation of a correlation coefficient
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data
Multivariate distributions with proportional reversed hazard marginals
Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
A simple non-parametric goodness-of-fit test for elliptical copulas
Dependence measures for perturbations of copulas
Copula-based properties of the bivariate Dagum distribution
Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
Multivariate concordance
Absolute continuous bivariate generalized exponential distribution
The impact on the properties of the EFGM copulas when extending this family
A study of bivariate generalized Pareto distribution and its dependence structure among model parameters
On nonparametric tests of multivariate meta-ellipticity
New results on perturbation-based copulas
Statistical dependence: beyond Pearson's
Some new copula based distribution-free tests of independence among several random variables
Symmetrical independence tests for two random vectors with arbitrary dimensional graphs
Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
An independence test based on recurrence rates
Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas
On the specification of multivariate association measures and their behaviour with increasing dimension
Detecting departures from meta-ellipticity for multivariate stationary time series
Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Binary distributions of concentric rings
Transformation of a copula using the associated co-copula
Modelling cascading effects for systemic risk: properties of the Freund copula
Generalized exponential geometric extreme distribution
Expansions for bivariate copulas
A measure of multivariate mutual complete dependence
Multivariate versions of Blomqvist's beta and Spearman's footrule
Multivariate nonparametric tests
Validation of positive quadrant dependence
Partial orderings of permutations and monotonicity of a rank correlation statistic
Influence functions of the Spearman and Kendall correlation measures
Comparison of tests for non-parametric hypotheses
A general framework for testing homogeneity hypotheses about copulas
Quantile spectral processes: asymptotic analysis and inference
On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions
Estimation of a conditional copula and association measures
Affine-invariant rank tests for multivariate independence in independent component models
Palindromic Bernoulli distributions
A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
A Nonparametric Test for Independence Based on Sample Space Partitions
Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function
Descriptive Parameters of Location, Dispersion and Stochastic Dependence
A resistant test for simple linear regression
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
On the resistance of rank correlation
Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions
The bivariate generalized linear failure rate distribution and its multivariate extension
Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
Fourier analysis of serial dependence measures
A nested factor model for non-linear dependencies in stock returns
Development of a canonical correlation model involving non linearity and asymmetric variables
COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
Quantile Association Regression Models
Modelling count data via copulas
Copula diagnostics for asymmetries and conditional dependence
Bivariate exponentiated half logistic distribution: Properties and application
On absolutely continuous bivariate generalized exponential power series distribution
Computation and estimation of reliability for some bivariate copulas with Pareto marginals
Sobolev convergence of empirical Bernstein copulas
A bivariate Pareto model
Nonparametric tests of independence based on interpoint distances
Power-normal distribution
Some properties of the bivariate Burr type III distribution
Robust estimation of AR coefficients under simultaneously influencing outliers and missing values
The effects of additive outliers in INAR(1) process and robust estimation
Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
Influence function-based confidence intervals for the Kendall rank correlation coefficient
Multivariate Birnbaum-Saunders power-normal model and associated inference
Matrix compatibility and correlation mixture representation of generalized Gini's gamma
Comparison of correlation-based measures of concordance in terms of asymptotic variance
Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient
A data depth based nonparametric test of independence between two random vectors
Some copula-based tests of independence among several random variables having arbitrary probability distributions
Test of independence for Hilbertian random variables
Modelling volatility dependence with score copula models
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Robust variable selection under cellwise contamination
Adapted Chatterjee correlation coefficient
A new family of copulas based on probability generating functions
Some Multivariate Tests of Independence Based on Ranks of Nearest Neighbors
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
Rank-based assortativity for weighted, directed networks
Rank-dependent set-based association measures
Convex weak concordance measures and their constructions
The improved correlation coefficient of Chatterjee
Enhancing mean-variance portfolio optimization through GANs-based anomaly detection
On comprehensive families of copulas involving the three basic copulas and transformations thereof
Comparisons of concordance in additive models
On bivariate generalized linear failure rate-power series class of distributions
Testing of multivariate concordance and Pitman asymptotic relative efficiency
Spearman's rho for zero-inflated count data: formulation and attainable bounds
Measuring the distance between single random inputs and OWA operators

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