On blest's measure of rank correlation
DOI10.2307/3315902zbMATH Open1035.62058OpenAlexW2048245747MaRDI QIDQ4457768FDOQ4457768
Christian Genest, Jean-François Plante
Publication date: 25 March 2004
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a7cf6d4af0848d40dc1b0280829416d6a2a88978
Recommendations
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- On nonparametric measures of dependence for random variables
- An introduction to copulas. Properties and applications
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Theory & Methods: Rank Correlation — an Alternative Measure
- Bivariate Exponential Distributions
- Frank's family of bivariate distributions
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- Properties of a one-parameter family of bivariate distributions with specified marginals
- Asymptotic Normality of Nonparametric Tests for Independence
- A generalized bivariate exponential distribution
- Kendall's tau for serial dependence
- A generalization of an identity of hoeffding and some applications
- A continuous general multivariate distribution and its properties
- Order Statistics of Samples from Multivariate Distributions
- Biometrika centenary: Survival analysis
- A class of bivariate distributions including the bivariate logistic
- Tests of serial independence based on Kendall's process
Cited In (24)
- 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
- A new class of copulas having dependence range larger than FGM-type copulas
- Rank correlation under categorical confounding
- A comparison between TOPSIS and SAW methods
- Locally most powerful rank tests of independence for copula models
- Copulas: A Review and Recent Developments
- COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- Graphical tests of independence for general distributions
- Copula modeling from Abe Sklar to the present day
- Tests of independence and randomness for arbitrary data using copula-based covariances
- Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas
- Asymptotic efficiency of the Blest-type tests for independence
- Measuring reproducibility of high-throughput experiments
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
- Theory & Methods: Rank Correlation — an Alternative Measure
- A class of weighted rank correlation measures
- On the exact region determined by Spearman's \(\rho\) and Blest's measure of rank correlation \(\nu\) for bivariate extreme-value copulas
- A bivariate generalized linear exponential distribution: properties and estimation
- New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings
- On the copula correlation ratio and its generalization
- Sharper asset ranking from total drawdown durations
- Empirical likelihood based confidence regions for functional of copulas
This page was built for publication: On blest's measure of rank correlation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4457768)
