scientific article; zbMATH DE number 5274696
From MaRDI portal
Publication:5386484
zbMath1135.62337MaRDI QIDQ5386484
Publication date: 14 May 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (26)
A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho ⋮ Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables ⋮ Multivariate medial correlation with applications ⋮ Copula-induced measures of concordance ⋮ Multivariate measures of concordance for copulas and their marginals ⋮ A biconvex form for copulas ⋮ Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance ⋮ Concordance measures for multivariate non-continuous random vectors ⋮ A multivariate version of Gini's rank association coefficient ⋮ 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 ⋮ Hedging cryptos with Bitcoin futures ⋮ A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions ⋮ 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 a family of multivariate copulas for aggregation processes ⋮ Conditioning of copulas: transformations, invariance and measures of concordance ⋮ Multivariate measures of concordance ⋮ A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests ⋮ Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence ⋮ On minimal copulas under the concordance order ⋮ Bayesian nonparametric estimation of a copula ⋮ Characterizations of degree one bivariate measures of concordance ⋮ A Compendium of Copulas ⋮ Some new copula based distribution-free tests of independence among several random variables ⋮ Conditional empirical copula processes and generalized measures of association
This page was built for publication:
