Ordinal Measures of Association

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Peak-end rule versus average utility: How utility aggregation affects evaluations of experiences
On the multidimensional extension of countermonotonicity and its applications
Bayesian copula selection
Concordance and Gini's measure of association
Bayesian estimation of Kendall's \(\tau\) using a latent normal approach
Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
High-dimensional semiparametric Gaussian copula graphical models
Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA)
A general form of ordinal association
Analyzing test-taking behavior: decision theory meets psychometric theory
Learning causal structure from mixed data with missing values using Gaussian copula models
Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies
Principal stratification for quantile causal effects under partial compliance
Geometry of a corelation coefficient under a copula
On multivariate network analysis of statistical data sets with different measures of association
Rank intraclass correlation for clustered data
An extreme-value approach for testing the equality of large U-statistic based correlation matrices
High-dimensional least-squares with perfect positive correlation
Kendall's \(\tau\) is equal to the correlation coefficient for the BVE distribution
Robust sparse Gaussian graphical modeling
A consistent test of independence based on a sign covariance related to Kendall's tau
High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
Testing independence in high dimensions with sums of rank correlations
On the exact region determined by Spearman's footrule and Gini's gamma
A bivariate meta-Gaussian density for use in hydrology
On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
Generating pseudo-random time series with specified marginal distributions
Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \)
Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
Asymptotic Relative Efficiency of the Kendall and Spearman Correlation Statistics
Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares
Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
Construction of asymmetric copulas and its application in two-dimensional reliability modelling
The missing early history of contingency tables
A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
On measures of association as measures of positive dependence
Bias in rank correlation under mixture models
Spearman-like correlation measure adjusting for covariates in bivariate survival data
Reliability of maximum spanning tree identification in correlation-based market networks
Simultaneous inference for Kendall's tau
Parameter estimation in a hierarchical random intercept model with censored response: an approach using a SEM algorithm and Gibbs sampling
Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's \(\rho\)
The William Kruskal legacy: 1919-2005
Optimal stock portfolio selection with a multivariate hidden Markov model
Maximum likelihood estimation of regression parameters with spatially dependent discrete data
The t Copula and Related Copulas
On the impact of the migration topology on the island model
On concordance measures for discrete data and dependence properties of Poisson model
Dependency measures under bivariate homogeneous shock models
On attainability of Kendall's tau matrices and concordance signatures
Bayesian transition models for ordinal longitudinal outcomes
Familywise error for multiple time-to-event endpoints in a group sequential design
A squared Mahalanobis rank distances and detection of outliers in multivariate ordinal data
Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
On a weighted generalization of Kendall's tau distance
On estimating a transformation correlation coefficient
High-dimensional rank-based graphical models for non-Gaussian functional data
A novel positive dependence property and its impact on a popular class of concordance measures
The Berkelmans–Pries dependency function: A generic measure of dependence between random variables
A simple consistent Bayes factor for testing the Kendall rank correlation coefficient
Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space
Estimation of nonparanormal graphical models based on ranked set sampling (RSS)
Spearman's ρ is larger than kendall's τ for positively dependent random variables
Testing noisy numerical data for monotonic association
Joint dependence distribution of data set using optimizing Tsallis copula entropy
A multivariate correlation ratio
An invitation to coupling and copulas: with applications to multisensory modeling
Medidas de incertidumbre asociadas aJ-divergencias
Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
Families of positively dependent random variables
Local dependence estimation using semiparametric archimedean copulas
Bivariate Survival Models for Coupled Lives
On the class of truncation invariant bivariate copulas under constraints
Nonparametric estimation of Spearman's rank correlation with bivariate survival data
Round-robin political tournaments: abstention, truthful equilibria, and effective power
Association measures for durations in bivariate hazard rate models
On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
Improving the estimation of Kendall's tau when censoring affects only one of the variables
When is Menzerath-Altmann law mathematically trivial? A new approach
Matrix representation of meet-irreducible discrete copulas
Assortativity and Bidegree Distributions on Bernoulli Random Graph Superpositions
Prediction logic: A method for empirical evaluation of formal theory†
On multivariate Gaussian copulas
scientific article; zbMATH DE number 3907591 (Why is no real title available?)
Maximum likelihood estimation of mixed C-vines with application to exchange rates
Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects
On the distribution of sums of random variables with copula-induced dependence
Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data
Asymptotic inference on a general measure of monotone dependence
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
On copula-based collective risk models: from elliptical copulas to vine copulas
Copula Gaussian Graphical Models for Functional Data
A large sample test for one parameter families of copulas
Regularized rank-based estimation of high-dimensional nonparanormal graphical models
On the exact regions determined by Kendall's tau and other concordance measures
Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
The meta-elliptical distributions with given marginals

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