Recommendations
Cited in
(50)- Characterizations of degree one bivariate measures of concordance
- Characterizations of copulas attaining the bounds of multivariate Kendall's tau
- Conditioning of copulas: transformations, invariance and measures of concordance
- Measures of concordance determined by D₄-invariant copulas
- Multivariate concordance
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
- Some new copula based distribution-free tests of independence among several random variables
- Conditional empirical copula processes and generalized measures of association
- On attainability of Kendall's tau matrices and concordance signatures
- Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance
- Mutual association measures
- 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
- On minimal copulas under the concordance order
- Relation between non-exchangeability and measures of concordance of copulas
- On a family of multivariate copulas for aggregation processes
- Multivariate measures of concordance
- A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho
- A note on conjugate distributions for copulas
- Functions of concordance and dependence with related measures
- Copula-induced measures of concordance
- Multivariate measures of concordance for copulas and their marginals
- A biconvex form for copulas
- scientific article; zbMATH DE number 3878177 (Why is no real title available?)
- scientific article; zbMATH DE number 4201233 (Why is no real title available?)
- Copulas: A Review and Recent Developments
- scientific article; zbMATH DE number 3932217 (Why is no real title available?)
- Concordance and Gini's measure of association
- Copulas, Characterization, Correlation, and Counterexamples
- Convolution copula econometrics
- scientific article; zbMATH DE number 7640335 (Why is no real title available?)
- A compendium of copulas
- Bayesian nonparametric estimation of a copula
- Concordance measures for multivariate non-continuous random vectors
- On the exact region determined by Spearman's rho and Spearman's footrule
- Best-possible bounds on the set of copulas with a given value of Spearman's footrule
- Convex concordance measures
- On concordance measures for discrete data and dependence properties of Poisson model
- Hedging cryptos with Bitcoin futures
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
- A few generalizations of Kendall's tau. I: Construction
- Modeling temporal dependence of longitudinal data: use of multivariate geometric skew-normal copula
- Comparisons of concordance in additive models
- Multivariate tail dependence: further insights with an application to the Spanish banking sector
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
- On order statistics and Kendall's tau
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
- Multivariate medial correlation with applications
- A multivariate version of Gini's rank association coefficient
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