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Cited by

• 2013Robust portfolio optimization with copulas85 cited
• 2013Properties of hierarchical Archimedean copulas64 cited
• 2006Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence60 cited
• 2010A multivariate version of Hoeffding’s Phi-Square42 cited
• 2019Global sensitivity analysis for multivariate outputs based on multiple response Gaussian process model27 cited
• 2013A multivariate dependence measure for aggregating risks27 cited
• 2011Mutual information as a measure of multivariate association: analytical properties and statistical estimation26 cited
• 2010Concordance measures for multivariate non-continuous random vectors21 cited
• 2016A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho19 cited
• 2015A measure of mutual complete dependence in discrete variables through subcopula15 cited