On the copula correlation ratio and its generalization
From MaRDI portal
Publication:2222232
DOI10.1016/J.JMVA.2020.104708zbMATH Open1461.62059OpenAlexW3107006374MaRDI QIDQ2222232FDOQ2222232
Recommendations
Cites work
- scientific article; zbMATH DE number 5992126 (Why is no real title available?)
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 222634 (Why is no real title available?)
- A Note on Directional Dependence in Regression Setting
- A copula-based approach to account for dependence in stress-strength models
- A copula-based non-parametric measure of regression dependence
- A measure of mutual complete dependence
- A scalar product for copulas
- Almost opposite regression dependence in bivariate distributions
- An algorithm for estimating survival under a copula-based dependent truncation model
- An introduction to copulas.
- Analysis of directional dependence using asymmetric copula-based regression models
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- Concomitants of \(m\)-generalized order statistics from generalized Farlie-Gumbel-Morgenstern distribution family
- Copulas and Markov processes
- Copulas for Markovian dependence
- Dependence measuring from conditional variances
- Estimating survival under a dependent truncation
- Extremes of nonexchangeability
- How non-symmetric can a copula be?
- New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
- On a strong metric on the space of copulas and its induced dependence measure
- On blest's measure of rank correlation
- Prediction based on conditional distributions of vine copulas
- Principles of copula theory
- Regression-based orderings and measures of stochastic depence
- Shuffles of copulas
- Shuffles of copulas and a new measure of dependence
- Some new results on the empirical copula estimator with applications
- Survival analysis with correlated endpoints. Joint frailty-copula models
- The empirical beta copula
- Theory & Methods: Rank Correlation — an Alternative Measure
Cited in
(12)- Matching a correlation coefficient by a Gaussian copula
- Matching the grade correlation coefficient using a copula with maximum disorder
- On a multiple correlation ratio
- Quantifying directed dependence via dimension reduction
- Copulas and regression models
- A variance-based importance index for systems with dependent components
- Dependence properties of bivariate copula families
- Optimal subsampling for modal regression in massive data
- Copulas, Characterization, Correlation, and Counterexamples
- Assessing the numerical integration of dynamic prediction formulas using the exact expressions under the joint frailty-copula model
- scientific article; zbMATH DE number 7660125 (Why is no real title available?)
- Some new ratio-type copulas: theory and properties
This page was built for publication: On the copula correlation ratio and its generalization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2222232)
