Quantile curves and dependence structure for bivariate distributions
From MaRDI portal
(Redirected from Publication:1020182)
Recommendations
- A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables
- The structure of some classes of bivariate distributions and some applications
- On monotone dependence functions of the quantile type
- A Consistent Test for Bivariate Dependence
- Bivariate Distributions With Nonmonotone Dependence Structure
Cites work
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- scientific article; zbMATH DE number 3718370 (Why is no real title available?)
- scientific article; zbMATH DE number 3750084 (Why is no real title available?)
- scientific article; zbMATH DE number 3752025 (Why is no real title available?)
- scientific article; zbMATH DE number 3541764 (Why is no real title available?)
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 1163776 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 2209079 (Why is no real title available?)
- A multivariate dispersion ordering based on quantiles more widely separated
- An introduction to copulas. Properties and applications
- Asymptotics for multivariate trimming
- Copula-Based Models for the Power of Independence Tests
- Correlation and dependence
- Detecting dependence with Kendall plots
- Distribution-function-based bivariate quantiles.
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- Halfplane trimming for bivariate distributions
- Linear rank tests for independence in bivariate distributions-power comparisons by simulation
- Median balls: An extension of the interquantile intervals to multivariate distributions
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- Multivariate dispersion, central regions and depth. The lift zonoid approach
- Note on the spatial quantile of a random vector
- On a Geometric Notion of Quantiles for Multivariate Data
- Quantile functions for multivariate analysis: approaches and applications
- Some Concepts of Dependence
- Zonoid trimming for multivariate distributions
- \(M\)-estimation, convexity and quantiles
Cited in
(22)- Dependence structure of some bivariate distributions
- Estimation of multivariate conditional-tail-expectation using Kendall's process
- Directional multivariate extremes in environmental phenomena
- Estimating covariate functions associated to multivariate risks: a level set approach
- Measurement of bivariate risks by the north-south quantile points approach
- Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets
- Nonparametric tests for tail monotonicity
- On multivariate extensions of value-at-risk
- Bivariate residual entropy function: A quantile approach
- On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas
- Estimators based on trimmed Kendall's tau in multivariate copula models
- Bivariate Quantile Functions and their Applications to Reliability Modelling
- On a new NBUE property in multivariate sense: an application
- Depth level set estimation and associated risk measures
- On the estimation of extreme directional multivariate quantiles
- Estimation of extreme quantiles conditioning on multivariate critical layers
- An introduction to copula-based bivariate reliability concepts
- Simultaneous estimation of quantile curves using quantile sheets
- Vector-valued tail value-at-risk and capital allocation
- A directional multivariate value at risk
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
This page was built for publication: Quantile curves and dependence structure for bivariate distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1020182)
