Pages that link to "Item:Q5460695"

The following pages link to Locally most powerful rank tests of independence for copula models (Q5460695):

Displaying 20 items.

• Score tests for independence in semiparametric competing risks models (Q745975) (← links)
• Multivariate extremes of generalized skew-normal distributions (Q1004275) (← links)
• Bayesian copula selection (Q1010423) (← links)
• A test of independence in some copula models (Q1019534) (← links)
• Improving the estimation of Kendall's tau when censoring affects only one of the variables (Q1020671) (← links)
• A note on testing independence by a copula-based order selection approach (Q1945057) (← links)
• A new rank correlation measure (Q1956333) (← links)
• Mutual association measures (Q2176340) (← links)
• A new test of independence for bivariate observations (Q2401357) (← links)
• Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages (Q2445577) (← links)
• Kendall's tau for hierarchical data (Q2451632) (← links)
• Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
• An exchangeable Kendall's tau for clustered data (Q2925552) (← links)
• Spearman's footrule and Gini's gamma: a review with complements (Q3068114) (← links)
• Myths About Linear and Monotonic Associations: Pearson’s <i>r</i>, Spearman’s <i>ρ</i>, and Kendall’s <i>τ</i> (Q5050796) (← links)
• A chi-square-type test for covariances (Q5478898) (← links)
• Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data (Q6143882) (← links)
• Comparison of correlation-based measures of concordance in terms of asymptotic variance (Q6200939) (← links)
• Tests of independence and randomness for arbitrary data using copula-based covariances (Q6200949) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)