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An exchangeable Kendall's tau for clustered data
12 references·0 citing·39 second hop
An exchangeable Kendall's tau for clustered data (2014)An exchangeable Kendall's tau for cluster…Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications (2012)Simulating Copulas: Stochasti…Simulating Copulas (2011)Simulating CopulasESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (2011)ESTIMATORS BASED ON KENDALL'S…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Analysis of Messy Data Volume 1 (2009)Analysis of Messy Data Volume…Locally most powerful rank tests of independence for copula models (2005)Locally most powerful rank te…Multivariate extremes, aggregation and dependence in elliptical distributions (2002)Multivariate extremes, aggreg…Multivariate concordance (1990)Multivariate concordanceAnalysis of Messy Data, Volume I: Designed Experiments (1985)Analysis of Messy Data, Volum…A Nonparametric Measure of Intraclass Correlation (1979)A Nonparametric Measure of In…ON THE ESTIMATION OF INTRACLASS CORRELATION (1957)ON THE ESTIMATION OF INTRACLA…Rank Correlation Methods. (1957)Copula Methods in Finance (2004)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Financial Engineering with Copulas Explained (2014)Estimate of small first passage probabilities of nonlinear random vibration systems by using tail approximation of extreme distributions (2016)Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (2019)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Understanding Relationships Using Copulas (1998)An Introduction to Copulas (1999)Extreme-Value Copulas (2010)Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2012)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)The Combination of Estimates from Different Experiments (1954)Estimation of the Interclass Correlation Coefficient (1988)Confidence interval construction for a difference between two dependent intraclass correlation coefficients (2009)Confidence intervals for intraclass correlation coefficients in variance components models (2014)Extreme Values, Regular Variation and Point Processes (1987)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Beyond Correlation: Extreme Co-Movements between Financial Assets (2002)Tail Variance Premium with Applications for Elliptical Portfolio of Risks (2006)Searching for innovation: Product, process, and business model innovations and search behavior in established firms (2018)The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Multivariate conditional versions of Spearman's rho and related measures of tail dependence (2006)Multivariate extensions of Spearman's rho and related statistics (2006)Extremal Dependence Concepts (2015)Robustness of Item Parameter Estimation Programs to Assumptions of Unidimensionality and Normality (2001)Fundamentals of Experimental Design: Guidelines for Designing Successful Experiments (2013)Team cohesiveness, team size and team performance in team‐based learning teams (2015)Analysis of Combined Experiments1 (1983)Reducing Suicidal Ideation and Depressive Symptoms in Depressed Older Primary Care Patients (2004)Cognitive Therapy for the Prevention of Suicide Attempts (2005)Construction of asymmetric multivariate copulas (2008)Models for construction of multivariate dependence – a comparison study (2008)Derivatives and Fisher information of bivariate copulas (2013)Flexible dependence modeling of operational risk losses and its impact on total capital requirements (2013)The empirical beta copula (2016)Regime Switching Vine Copula Models for Global Equity and Volatility Indices (2017)
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References

  • 1985Analysis of Messy Data, Volume I: Designed Experiments923 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions598 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions510 cited
  • 2002Multivariate extremes, aggregation and dependence in elliptical distributions251 cited
  • 1990Multivariate concordance229 cited
  • 2009Analysis of Messy Data Volume 1224 cited
  • 2012Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications113 cited
  • 2011ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS104 cited
  • 2011Simulating Copulas95 cited
  • 1957ON THE ESTIMATION OF INTRACLASS CORRELATION94 cited
  • 1979A Nonparametric Measure of Intraclass Correlation64 cited
  • 2005Locally most powerful rank tests of independence for copula models49 cited

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