Pages that link to "Item:Q2426632"

The following pages link to Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632):

Displaying 18 items.

• Extremal behavior of pMAX processes (Q395963) (← links)
• A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
• On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
• Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
• Analysis of dependence among size, rate and duration in internet flows (Q977617) (← links)
• Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
• Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
• Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189) (← links)
• Max-linear regression models with regularization (Q2658805) (← links)
• Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data (Q2686027) (← links)
• Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond (Q4648569) (← links)
• The behavior of multivariate maxima of moving maxima processes (Q4660535) (← links)
• A robust test for asymptotic independence of bivariate extremes (Q5299470) (← links)
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
• Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
• Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
• “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality (Q5881078) (← links)
• Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)