On rank correlation measures for non-continuous random variables
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Cited in
(70)- On the impact of semidefinite positive correlation measures in portfolio theory
- Copula index for detecting dependence and monotonicity between stochastic signals
- Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
- Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA)
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- Bounds on concordance-based validation statistics in regression models for binary responses
- Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula
- Toward a definition and understanding of correlation for variables constrained by random relations
- Degree-Degree Dependencies in Random Graphs with Heavy-Tailed Degrees
- Distributions associated to the counting techniques of the \(d\)-sample copula of order \(m\) and weak convergence of the sample process
- Bivariate extensions of Skellam's distribution
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