Nonparametric estimation of copula-based measures of multivariate association from contingency tables

DOI10.1080/00949655.2012.727186MaRDI QIDQ5219938zbMATH OpenOpenAlexFDO

Authors Thomas Blumentritt, Friedrich Schmid

Publication date 9 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2012.727186

zbMATH Keywords

aggregated observationscheckerboard copulacopula densityKendall's tauordinal observationsSpearman's rhostandard extension copula

Mathematics Subject Classification ID

Contingency tables (62H17) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(7)

• On the specification of multivariate association measures and their behaviour with increasing dimension
• A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho
• scientific article; zbMATH DE number 3886891 (Why is no real title available?)
• scientific article; zbMATH DE number 4199323 (Why is no real title available?)
• scientific article; zbMATH DE number 7640335 (Why is no real title available?)
• A multivariate version of Hoeffding's phi-square
• Copulae: an overview and recent developments

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