On rank correlation measures for non-continuous random variables
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Cited in
(70)- On the impact of semidefinite positive correlation measures in portfolio theory
- Copula index for detecting dependence and monotonicity between stochastic signals
- Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
- Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
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- On the resistance of rank correlation
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- Copula in a multivariate mixed discrete-continuous model
- Monotone Correlation and Monotone Disjunct Pieces
- The weighted rank correlation coefficient \(r_{W2}\) in the case of ties
- Partial identification of latent correlations with ordinal data
- On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables
- Bounds on concordance-based validation statistics in regression models for binary responses
- Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula
- Toward a definition and understanding of correlation for variables constrained by random relations
- Degree-Degree Dependencies in Random Graphs with Heavy-Tailed Degrees
- Distributions associated to the counting techniques of the \(d\)-sample copula of order \(m\) and weak convergence of the sample process
- Bivariate extensions of Skellam's distribution
- Bivariate distributions with ordered marginals
- A few generalizations of Kendall's tau. I: Construction
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- On the properties of some nonparametric concordance measures in the discrete case
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses
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- Bounds on Spearman's rho when at least one random variable is discrete
- Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance
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- A consistent estimator to the orthant-based tail value-at-risk
- Copula versions of distance multivariance and dHSIC via the distributional transform -- a general approach to construct invariant dependence measures
- Association of zero-inflated continuous variables
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