A multivariate version of Gini's rank association coefficient
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Publication:882899
DOI10.1007/S00362-006-0332-9zbMATH Open1110.62081OpenAlexW2065229446MaRDI QIDQ882899FDOQ882899
Authors: J. Behboodian, Ali Dolati, Manuel Úbeda-Flores 
Publication date: 24 May 2007
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-006-0332-9
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Cites Work
Cited In (23)
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- Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
- Spearman's footrule and Gini's gamma: a review with complements
- 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
- Sobolev convergence of empirical Bernstein copulas
- On the exact region determined by Spearman's rho and Spearman's footrule
- A measure of multivariate mutual complete dependence
- Multivariate measures of concordance
- On the specification of multivariate association measures and their behaviour with increasing dimension
- An approximate distribution of Gini's rank association coefficient
- The multivariate Gini ratio
- Gini covariance matrix and its affine equivariant version
- Copula-induced measures of concordance
- On the exact regions determined by Kendall's tau and other concordance measures
- A generalized correlation coefficient among multi-variable groups and its R-program with R-language
- Empirical likelihood based confidence regions for functional of copulas
- Copula-based dependence measures
- A new rank correlation measure
- A multivariate version of Hoeffding's phi-square
- A multivariate dependence measure for aggregating risks
- The essential dependence for a group of random vectors
- Relation between non-exchangeability and measures of concordance of copulas
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