Ordinal Measures of Association

Cited In (only showing first 100 items - show all)

Peak-end rule versus average utility: How utility aggregation affects evaluations of experiences
Concordance and Gini's measure of association
On the multidimensional extension of countermonotonicity and its applications
Bayesian copula selection
Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
High-dimensional semiparametric Gaussian copula graphical models
Analyzing test-taking behavior: decision theory meets psychometric theory
On multivariate network analysis of statistical data sets with different measures of association
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
Testing independence in high dimensions with sums of rank correlations
On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
A bivariate meta-Gaussian density for use in hydrology
Asymptotic Relative Efficiency of the Kendall and Spearman Correlation Statistics
Generating pseudo-random time series with specified marginal distributions
Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \)
A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
Construction of asymmetric copulas and its application in two-dimensional reliability modelling
The missing early history of contingency tables
On measures of association as measures of positive dependence
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
The William Kruskal legacy: 1919-2005
The t Copula and Related Copulas
Maximum likelihood estimation of regression parameters with spatially dependent discrete data
On the impact of the migration topology on the island model
On concordance measures for discrete data and dependence properties of Poisson model
High-dimensional rank-based graphical models for non-Gaussian functional data
Estimation of nonparanormal graphical models based on ranked set sampling (RSS)
On a weighted generalization of Kendall's tau distance
Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
Spearman's ρ is larger than kendall's τ for positively dependent random variables
Local dependence estimation using semiparametric archimedean copulas
A multivariate correlation ratio
Testing noisy numerical data for monotonic association
An invitation to coupling and copulas: with applications to multisensory modeling
Bivariate Survival Models for Coupled Lives
Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
Families of positively dependent random variables
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
Maximum likelihood estimation of mixed C-vines with application to exchange rates
Title not available (Why is that?)
On multivariate Gaussian copulas
Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data
Copula Gaussian Graphical Models for Functional Data
Regularized rank-based estimation of high-dimensional nonparanormal graphical models
Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
Title not available (Why is that?)
The meta-elliptical distributions with given marginals
Simulated annealing for the bounds of Kendall's τ and Spearman's ρ
Empirical copulas for consecutive survival data
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
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts
Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
Concordance between two linear orders: The Spearman and Kendall coefficients revisited
The dependence of uncorrelated statistics
On rank correlation measures for non-continuous random variables
Relation between non-exchangeability and measures of concordance of copulas
On the centennial anniversary of Gini's theory of statistical relations
Bayesian estimation of Kendall's \(\tau\) using a latent normal approach
Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA)
Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies
A general form of ordinal association
Principal stratification for quantile causal effects under partial compliance
Learning causal structure from mixed data with missing values using Gaussian copula models
Geometry of a corelation coefficient under a copula
Rank intraclass correlation for clustered data
High-dimensional least-squares with perfect positive correlation
An extreme-value approach for testing the equality of large U-statistic based correlation matrices
A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
On the exact region determined by Spearman's footrule and Gini's gamma
Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares
Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
Spearman-like correlation measure adjusting for covariates in bivariate survival data
Bias in rank correlation under mixture models
Reliability of maximum spanning tree identification in correlation-based market networks
Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's \(\rho\)
Optimal stock portfolio selection with a multivariate hidden Markov 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
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
On estimating a transformation correlation coefficient
Joint dependence distribution of data set using optimizing Tsallis copula entropy
Medidas de incertidumbre asociadas aJ-divergencias
Nonparametric estimation of Spearman's rank correlation with bivariate survival data

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