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Measures of concordance determined by D4‐invariant copulas
4 references·6 citing·22 second hop
Measures of concordance determined by D4‐invariant copulas (2004)Measures of concordance determined by D4‐…A New Proof of Sklar’s Theorem (2002)A New Proof of Sklar’s TheoremAn Introduction to Copulas (1999)An Introduction to CopulasOn measures of concordance (1984)On measures of concordanceOn Nonparametric Measures of Dependence for Random Variables (1981)On Nonparametric Measures of …On the exact region determined by Spearman’s rho and Spearman’s footrule (2023)On the exact region determine…Convex weak concordance measures and their constructions (2023)Convex weak concordance measu…On the exact region determined by Spearman’s footrule and Gini’s gamma (2022)On the exact region determine…Relation between non-exchangeability and measures of concordance of copulas (2020)Relation between non-exchange…Copula–Induced Measures of Concordance (2016)Copula–Induced Measures of Co…Characterizations of degree one bivariate measures of concordance (2009)Characterizations of degree o…Ordinal Measures of Association (1958)Random variables, joint distribution functions, and copulas (1973)MEASURES OF DEPENDENCE DERIVED FROM COPULAS. (1977)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Multivariate concordance (1990)Multivariate versions of Blomqvist’s beta and Spearman’s footrule (2005)Bivariate copulas: Transformations, asymmetry and measures of concordance (2014)Dependence Modeling with Copulas (2014)On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures (2023)On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2006)Principles of Copula Theory (2015)The Proof and Measurement of Association between Two Things (1904)Rank Correlation Methods. (1971)Understanding Relationships Using Copulas (1998)Modelling Dependence with Copulas and Applications to Risk Management (2003)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Using Copulas to Model Switching Regimes with an Application to Child Labour* (2005)Sklar’s theorem obtained via regularization techniques (2011)Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity (2013)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Multivariate GARCH models: a survey (2006)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,812 cited
  • 1981On Nonparametric Measures of Dependence for Random Variables601 cited
  • 1984On measures of concordance213 cited
  • 2002A New Proof of Sklar’s Theorem39 cited

Cited by

  • 2009Characterizations of degree one bivariate measures of concordance20 cited
  • 2020Relation between non-exchangeability and measures of concordance of copulas19 cited
  • 2022On the exact region determined by Spearman’s footrule and Gini’s gamma18 cited
  • 2016Copula–Induced Measures of Concordance17 cited
  • 2023On the exact region determined by Spearman’s rho and Spearman’s footrule16 cited
  • 2023Convex weak concordance measures and their constructions5 cited

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