SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the dependence structure of order statistics
6 references·3 citing·28 second hop
On the dependence structure of order statistics (2004)On the dependence structure of order stat…An Introduction to Copulas (Springer Series in Statistics) (2006)An Introduction to Copulas (S…Correlation and Dependence (2001)Correlation and DependenceAn Introduction to Copulas (1999)An Introduction to CopulasMultivariate Models and Dependence Concepts (1998)Multivariate Models and Depen…Spearman's ρ is larger than kendall's τ for positively dependent random variables (1993)Spearman's ρ is larger than k…On measures of concordance (1984)On measures of concordanceA Bivariate Semiparametric Control Chart Based on Order Statistics (2016)A Bivariate Semiparametric Co…On the relationships between copulas of order statistics and marginal distributions (2009)On the relationships between …An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (2007)An application of Kendall dis…Ordinal Measures of Association (1958)The Performance of Some Correlation Coefficients for a General Bivariate Distribution (1960)The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)Archimedean copulae and positive dependence (2004)On rank correlation measures for non-continuous random variables (2006)Inference in multivariate Archimedean copula models (2011)Dependence for Archimedean copulas and aging properties of their generating functions (2004)Absolutely Continuous Copulas with Given Diagonal Sections (2008)On copulas and their diagonals (2008)Economic control of quality of manufactured product (1932)Introduction to Statistical Quality Control (1992)A review of multivariate control charts (1995)A new bivariate semiparametric control chart based on order statistics and concomitants (2017)Copula Theory: An Introduction (2010)Extreme-Value Copulas (2010)A review of quantification methodologies for multi-hazard interrelationships (2019)A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count Data (2007)New Evidence of Asymmetric Dependence Structures in International Equity Markets (2008)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights (2002)Elliptical copulas: applicability and limitations (2003)Factor copula models for multivariate data (2013)Tail Conditional Expectations for Elliptical Distributions (2003)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Semiparametric estimation in copula models (2005)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 2006An Introduction to Copulas (Springer Series in Statistics)882 cited
  • 2001Correlation and Dependence456 cited
  • 1998Multivariate Models and Dependence Concepts352 cited
  • 1984On measures of concordance213 cited
  • 1993Spearman's ρ is larger than kendall's τ for positively dependent random variables90 cited

Cited by

  • 2009On the relationships between copulas of order statistics and marginal distributions31 cited
  • 2007An application of Kendall distributions and alternative dependence measures: SPX vs. VIX22 cited
  • 2016A Bivariate Semiparametric Control Chart Based on Order Statistics10 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work