Pages that link to "Item:Q5800107"
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The following pages link to On a Measure of Dependence Between two Random Variables (Q5800107):
Displaying 50 items.
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Influence functions of the Spearman and Kendall correlation measures (Q257584) (← links)
- A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions (Q282902) (← links)
- Affine-invariant rank tests for multivariate independence in independent component models (Q309594) (← links)
- Palindromic Bernoulli distributions (Q315392) (← links)
- Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions (Q444955) (← links)
- The bivariate generalized linear failure rate distribution and its multivariate extension (Q452654) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- Comparisons of concordance in additive models (Q712552) (← links)
- On bivariate generalized linear failure rate-power series class of distributions (Q724804) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- Multivariate medial correlation with applications (Q830307) (← links)
- Two symmetric and computationally efficient Gini correlations (Q830309) (← links)
- Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions (Q885781) (← links)
- Brownian distance covariance (Q965095) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- Testing the random walk hypothesis through robust estimation of correlation (Q1023580) (← links)
- Stochastic rearrangement inequalities (Q1093984) (← links)
- Asymptotic properties of perturbed empirical distribution functions evaluated at a random point (Q1100824) (← links)
- On robust estimation of a correlation coefficient (Q1365733) (← links)
- On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data (Q1589679) (← links)
- Multivariate distributions with proportional reversed hazard marginals (Q1623582) (← links)
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
- A simple non-parametric goodness-of-fit test for elliptical copulas (Q1648671) (← links)
- Dependence measures for perturbations of copulas (Q1697565) (← links)
- Copula-based properties of the bivariate Dagum distribution (Q1715683) (← links)
- Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions (Q1751712) (← links)
- Multivariate concordance (Q1813538) (← links)
- Absolute continuous bivariate generalized exponential distribution (Q2006893) (← links)
- The impact on the properties of the EFGM copulas when extending this family (Q2049225) (← links)
- A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (Q2061759) (← links)
- On nonparametric tests of multivariate meta-ellipticity (Q2062382) (← links)
- New results on perturbation-based copulas (Q2063752) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Some new copula based distribution-free tests of independence among several random variables (Q2082331) (← links)
- Symmetrical independence tests for two random vectors with arbitrary dimensional graphs (Q2131147) (← links)
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (Q2131264) (← links)
- An independence test based on recurrence rates (Q2181733) (← links)
- Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas (Q2218837) (← links)
- On the specification of multivariate association measures and their behaviour with increasing dimension (Q2222230) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities (Q2245659) (← links)
- Binary distributions of concentric rings (Q2252899) (← links)
- Transformation of a copula using the associated co-copula (Q2283652) (← links)
- Modelling cascading effects for systemic risk: properties of the Freund copula (Q2283659) (← links)
- Generalized exponential geometric extreme distribution (Q2323160) (← links)
- Expansions for bivariate copulas (Q2348320) (← links)
- A measure of multivariate mutual complete dependence (Q2353917) (← links)
