On blest's measure of rank correlation
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Cited in
(25)- A new class of copulas having dependence range larger than FGM-type copulas
- A new rank correlation measure
- On the copula correlation ratio and its generalization
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
- On the exact region determined by Spearman's \(\rho\) and Blest's measure of rank correlation \(\nu\) for bivariate extreme-value copulas
- Asymptotic efficiency of the Blest-type tests for independence
- Copula modeling from Abe Sklar to the present day
- Tests of independence and randomness for arbitrary data using copula-based covariances
- Sharper asset ranking from total drawdown durations
- Local efficiency of a Cramér\,-\,von Mises test of independence
- Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions
- Measuring reproducibility of high-throughput experiments
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- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- Graphical tests of independence for general distributions
- Various measures of dependence of a new asymmetric generalized Farlie-Gumbel-Morgenstern copulas
- Theory & Methods: Rank Correlation — an Alternative Measure
- A bivariate generalized linear exponential distribution: properties and estimation
- Copulas: A Review and Recent Developments
- New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings
- A comparison between TOPSIS and SAW methods
- Comparing the small-sample estimation error of conceptually different risk measures
- Rank correlation under categorical confounding
- A class of weighted rank correlation measures
- Empirical likelihood based confidence regions for functional of copulas
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