scientific article; zbMATH DE number 3932217
From MaRDI portal
Publication:3704749
Recommendations
Cited in
(only showing first 100 items - show all)- On the range of heterogeneous samples
- Characterizations of degree one bivariate measures of concordance
- Study of some measures of dependence between order statistics and systems
- Copula-based dependence measures
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
- A new bivariate Poisson common shock model covering all possible degrees of dependence
- On the length of copula level curves
- Copula-based dependence measures for piecewise monotonicity
- Tensor approximation of generalized correlated diffusions and functional copula operators
- On the use of conditional expectation in portfolio selection problems
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
- Component importance based on dependence measures
- Positive dependence orderings
- Stochastic comparisons of order statistics and spacings: a review
- A new rank correlation measure
- A framework for measuring association of random vectors via collapsed random variables
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
- The impact on the properties of the EFGM copulas when extending this family
- On the class of bivariate Archimax copulas under constraints
- Conditional empirical copula processes and generalized measures of association
- On the exact region determined by Spearman's footrule and Gini's gamma
- Mutual association measures
- Copula index for detecting dependence and monotonicity between stochastic signals
- Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas
- On the specification of multivariate association measures and their behaviour with increasing dimension
- Extremal behavior of diagonal and Bertino copulas
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
- Fast algorithms for a space-time concordance measure
- A measure of mutual complete dependence
- Dual volatility and dependence parameters and the copula
- On minimal copulas under the concordance order
- A Kendall correlation coefficient between functional data
- Relation between non-exchangeability and measures of concordance of copulas
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment
- On a new absolutely continuous bivariate generalized exponential distribution
- Multivariate generalized Marshall-Olkin distributions and copulas
- Multivariate measures of concordance
- On the dependence between the extreme order statistics in the proportional hazards model
- Dependence orderings for generalized order statistics
- On the multidimensional extension of countermonotonicity and its applications
- On the impact of semidefinite positive correlation measures in portfolio theory
- Measuring association with Wasserstein distances
- On the exact regions determined by Kendall's tau and other concordance measures
- A two-ways measure of opinions concordance
- Aspects of two group concordance
- Functions of concordance and dependence with related measures
- Spatial contagion between financial markets: a copula-based approach
- Strong measures of concordance and convergence in probability
- Copula-induced measures of concordance
- Multivariate measures of concordance for copulas and their marginals
- A biconvex form for copulas
- Constructing copulas by means of pairs of order statistics
- Asymptotic inference on a general measure of monotone dependence
- scientific article; zbMATH DE number 3907591 (Why is no real title available?)
- Dependence analysis of regression models in time series
- On blest's measure of rank correlation
- Measures of non-exchangeability for bivariate random vectors
- Local Kendall's tau
- Tail-weighted dependence measures with limit being the tail dependence coefficient
- Dependence properties of bivariate distributions with proportional (reversed) hazards marginals
- Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
- A copula-based non-parametric measure of regression dependence
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
- Some results on a transformation of copulas and quasi-copulas
- Modelling count data via copulas
- scientific article; zbMATH DE number 7578286 (Why is no real title available?)
- Bivariate copulas: transformations, asymmetry and measures of concordance
- Concordance and consensus
- On the dependence structure of order statistics
- Characterization of a Marshall-Olkin type class of distributions
- scientific article; zbMATH DE number 7688003 (Why is no real title available?)
- On the exact region determined by Spearman's rho and Spearman's footrule
- Convex concordance measures
- Portfolio optimization with asset preselection using data envelopment analysis
- Measuring non-exchangeable tail dependence using tail copulas
- Matrix compatibility and correlation mixture representation of generalized Gini's gamma
- A novel positive dependence property and its impact on a popular class of concordance measures
- A note on the equivalence between the conditional uncorrelation and the independence of random variables
- Comparison of correlation-based measures of concordance in terms of asymptotic variance
- Generalized Marshall-Olkin distributions and related bivariate aging properties
- On spatial contagion and multivariate GARCH models
- A few generalizations of Kendall's tau. I: Construction
- The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
- Revisiting the region determined by Spearman's \(\rho\) and Spearman's footrule \(\phi\)
- On the exact region determined by Spearman's and Blest's measure of rank correlation for bivariate extreme-value copulas
- Upper comonotonicity and risk aggregation under dependence uncertainty
- The average rectangular volume induced by supermodular aggregation functions
- Rank-dependent set-based association measures
- Quantile dependence: a generalization of upper and lower tail dependence
- Identifying regions of concomitant compound precipitation and wind speed extremes over Europe
- Convex weak concordance measures and their constructions
- Dependence among order statistics for time-transformed exponential models
- Dependence comparisons of order statistics in the proportional hazards model
- Copula-based measures and tests for conditional asymmetry
- Conditional correlation estimation and serial dependence identification
- A few generalizations of Kendall's tau. II: Intrinsic meaning, properties, and computational aspects
- Measures of association and dependence properties of nested random sets
- Constraints on concordance measures in bivariate discrete data
- Comparisons of concordance in additive models
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3704749)