On the exact region determined by Spearman's and Blest's measure of rank correlation for bivariate extreme-value copulas
DOI10.1016/J.JMVA.2024.105377MaRDI QIDQ6656672FDOQ6656672
Authors: Marco Tschimpke
Publication date: 3 January 2025
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Multivariate analysis (62Hxx)
Cites Work
- Title not available (Why is that?)
- Measuring reproducibility of high-throughput experiments
- Weak convergence and empirical processes. With applications to statistics
- On a strong metric on the space of copulas and its induced dependence measure
- Title not available (Why is that?)
- A nonparametric estimation procedure for bivariate extreme value copulas
- Principles of copula theory
- Title not available (Why is that?)
- An introduction to copulas.
- Rank-based inference for bivariate extreme-value copulas
- Title not available (Why is that?)
- On blest's measure of rank correlation
- Bivariate extreme statistics. I
- Theory & Methods: Rank Correlation — an Alternative Measure
- Parametric families of multivariate distributions with given margins
- Non-parametric Estimation of Tail Dependence
- Characterizations of degree one bivariate measures of concordance
- Measures of concordance determined by \(D_4\)-invariant copulas
- Copula-induced measures of concordance
- A biconvex form for copulas
- Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
- Bivariate copulas: transformations, asymmetry and measures of concordance
- Limit theory for multivariate sample extremes
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
- Mass distributions of two-dimensional extreme-value copulas and related results
- On the exact region determined by Kendall's \(\tau\) and Spearman's \(\rho\)
- On the exact region determined by Spearman's footrule and Gini's gamma
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
- A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas
- On the exact regions determined by Kendall's tau and other concordance measures
- On the exact region determined by Spearman's rho and Spearman's footrule
This page was built for publication: On the exact region determined by Spearman's \(\rho\) and Blest's measure of rank correlation \(\nu\) for bivariate extreme-value copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6656672)