Pages that link to "Item:Q5733021"
From MaRDI portal
The following pages link to Correlation and Complete Dependence of Random Variables (Q5733021):
Displayed 38 items.
- On a strong metric on the space of copulas and its induced dependence measure (Q85345) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- On the approximation of copulas via shuffles of Min (Q451150) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- Shuffles of copulas and a new measure of dependence (Q691846) (← links)
- Approximation by mutually completely dependent processes (Q811005) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Extremes of nonexchangeability (Q882905) (← links)
- Almost opposite regression dependence in bivariate distributions (Q894860) (← links)
- A measure of mutual complete dependence in discrete variables through subcopula (Q897746) (← links)
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems (Q904699) (← links)
- Dependence measuring from conditional variances (Q906340) (← links)
- Construction of multivariate distributions with given marginals (Q1062711) (← links)
- Rearrangement algorithm and maximum entropy (Q1708515) (← links)
- On probabilistic aspects of Chebyshev polynomials (Q1726788) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366) (← links)
- On convergence of associative copulas and related results (Q2063750) (← links)
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results (Q2095101) (← links)
- On positivity of orthogonal series and its applications in probability (Q2114865) (← links)
- On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
- A measure of mutual complete dependence (Q2268377) (← links)
- Worst VaR scenarios (Q2567093) (← links)
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective (Q2807784) (← links)
- On Markov processes with polynomial conditional moments (Q3450276) (← links)
- Descriptive Parameters of Location, Dispersion and Stochastic Dependence (Q3678450) (← links)
- A note on measuring the degree of dependence between two discrete random variables measured on a nominal scale (Q3909843) (← links)
- Some new measures of dependence for random variables based on Spearman's <i>ρ</i> and Kendall's <i>τ</i> (Q4559456) (← links)
- A Copula‐Based Non‐parametric Measure of Regression Dependence (Q4911964) (← links)
- On the families of polynomials forming a part of the Askey–Wilson scheme and their probabilistic applications (Q5071337) (← links)
- Importance of Components for a System (Q5080452) (← links)
- Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals (Q5252861) (← links)
- A Note on the Compatibility of Bivariate Copulas (Q5419692) (← links)
- The Hellinger Correlation (Q5885090) (← links)
- On local moments (Q5929500) (← links)
- The Berkelmans–Pries dependency function: A generic measure of dependence between random variables (Q6189091) (← links)
- Quantifying directed dependence via dimension reduction (Q6200940) (← links)