Geometry of a corelation coefficient under a copula
DOI10.1080/03610929608831773zbMATH Open0875.62247OpenAlexW2103171264MaRDI QIDQ4337202FDOQ4337202
Authors: Dou Long, Roman Krzysztofowicz
Publication date: 19 May 1997
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831773
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Cites Work
Cited In (10)
- Concordance and Gini's measure of association
- On relationships between the Pearson and the distance correlation coefficients
- Matching a correlation coefficient by a Gaussian copula
- Title not available (Why is that?)
- Spearman coefficient for functions
- On the length of copula level curves
- Copula function's concentration set and its concentrated partition
- Few remarks on the geometry of the uncentered coefficient of determination
- One more geometric interpretation of Pearson's correlation
- A geometric approach to correlation inequalities in the plane
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