Ordinal Measures of Association
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Cited in
(only showing first 100 items - show all)- Bayesian copula selection
- Improving the estimation of Kendall's tau when censoring affects only one of the variables
- On measures of association as measures of positive dependence
- Families of positively dependent random variables
- Generating pseudo-random time series with specified marginal distributions
- The dependence of uncorrelated statistics
- Association measures for durations in bivariate hazard rate models
- A bivariate meta-Gaussian density for use in hydrology
- Concordance between two linear orders: The Spearman and Kendall coefficients revisited
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
- The missing early history of contingency tables
- Testing noisy numerical data for monotonic association
- On the centennial anniversary of Gini's theory of statistical relations
- Bayesian estimation of Kendall's \(\tau\) using a latent normal approach
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices
- Testing independence in high dimensions with sums of rank correlations
- Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
- High-dimensional semiparametric Gaussian copula graphical models
- Simultaneous inference for Kendall's tau
- On the class of truncation invariant bivariate copulas under constraints
- Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA)
- On the exact region determined by Spearman's footrule and Gini's gamma
- Bias in rank correlation under mixture models
- On attainability of Kendall's tau matrices and concordance signatures
- A squared Mahalanobis rank distances and detection of outliers in multivariate ordinal data
- Reliability of maximum spanning tree identification in correlation-based market networks
- Joint dependence distribution of data set using optimizing Tsallis copula entropy
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
- Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
- Parameter estimation in a hierarchical random intercept model with censored response: an approach using a SEM algorithm and Gibbs sampling
- Maximum likelihood estimation of regression parameters with spatially dependent discrete data
- Relation between non-exchangeability and measures of concordance of copulas
- Learning causal structure from mixed data with missing values using Gaussian copula models
- Association of zero-inflated continuous variables
- Matrix representation of meet-irreducible discrete copulas
- Robust sparse Gaussian graphical modeling
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects
- A consistent test of independence based on a sign covariance related to Kendall's tau
- On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
- On the multidimensional extension of countermonotonicity and its applications
- On the distribution of sums of random variables with copula-induced dependence
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
- On a weighted generalization of Kendall's tau distance
- Round-robin political tournaments: abstention, truthful equilibria, and effective power
- On the exact regions determined by Kendall's tau and other concordance measures
- Bivariate Survival Models for Coupled Lives
- On multivariate network analysis of statistical data sets with different measures of association
- Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling
- Functions of concordance and dependence with related measures
- A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
- An invitation to coupling and copulas: with applications to multisensory modeling
- Medidas de incertidumbre asociadas aJ-divergencias
- Medida de asociación propia entre variables aleatorias discretas
- The t Copula and Related Copulas
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
- Asymptotic inference on a general measure of monotone dependence
- scientific article; zbMATH DE number 3907591 (Why is no real title available?)
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- A general form of ordinal association
- Identification of marginal and joint {cdf}s using Bayesian method for {RBDO}
- Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution
- Reliability-based design optimization with confidence level under input model uncertainty due to limited test data
- Empirical copulas for consecutive survival data
- Prediction logic: A method for empirical evaluation of formal theory†
- Concordance and Gini's measure of association
- On estimating a transformation correlation coefficient
- Geometry of a corelation coefficient under a copula
- The William Kruskal legacy: 1919-2005
- Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
- When is Menzerath-Altmann law mathematically trivial? A new approach
- A large sample test for one parameter families of copulas
- Maximum likelihood estimation of mixed C-vines with application to exchange rates
- On copula-based collective risk models: from elliptical copulas to vine copulas
- Assortativity and Bidegree Distributions on Bernoulli Random Graph Superpositions
- Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ
- Assortativity and bidegree distributions on Bernoulli random graph superpositions
- Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies
- scientific article; zbMATH DE number 7306864 (Why is no real title available?)
- High-dimensional least-squares with perfect positive correlation
- Simulated annealing for the bounds of Kendall's τ and Spearman's ρ
- Dependency measures under bivariate homogeneous shock models
- Local dependence estimation using semiparametric archimedean copulas
- Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's \(\rho\)
- Bayesian Inference for Kendall’s Rank Correlation Coefficient
- Copula Gaussian Graphical Models for Functional Data
- Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares
- High-dimensional rank-based graphical models for non-Gaussian functional data
- Estimation of nonparanormal graphical models based on ranked set sampling (RSS)
- A simple consistent Bayes factor for testing the Kendall rank correlation coefficient
- Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space
- Nonparametric estimation of Spearman's rank correlation with bivariate survival data
- On the impact of the migration topology on the island model
- On concordance measures for discrete data and dependence properties of Poisson model
- Optimal stock portfolio selection with a multivariate hidden Markov model
- Rank intraclass correlation for clustered data
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