SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Characterizations of degree one bivariate measures of concordance
8 references·7 citing·28 second hop
Characterizations of degree one bivariate measures of concordance (2009)Characterizations of degree one bivariate…On Measures of Multivariate Concordance (2006)On Measures of Multivariate C…Multivariate measures of concordance (2006)Multivariate measures of conc…Measures of concordance determined by D4‐invariant copulas (2004)Measures of concordance deter…Distributions With Given Marginals and Statistical Modelling (2002)Distributions With Given Marg…Concordance and Copulas: A Survey (2002)Concordance and Copulas: A Su…An Introduction to Copulas (1999)An Introduction to CopulasMultivariate concordance (1990)Multivariate concordanceOn measures of concordance (1984)On measures of concordanceOn the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures (2023)On the Exact Regions Determin…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…Matrix compatibility and correlation mixture representation of generalized Gini's gamma (2022)Matrix compatibility and corr…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…On Nonparametric Measures of Dependence for Random Variables (1981)Ordinal Measures of Association (1958)The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)Multivariate versions of Blomqvist’s beta and Spearman’s footrule (2005)Multivariate non-normally distributed random variables in climate research – introduction to the copula approach (2008)The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Rank Correlation Methods. (1957)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Multivariate extensions of Spearman's rho and related statistics (2006)Extremal Dependence Concepts (2015)Dependence Modeling with Copulas (2014)On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2006)Principles of Copula Theory (2015)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)Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence (2006)Spatial contagion between financial markets: a copula‐based approach (2009)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Multivariate GARCH models: a survey (2006)Introductory Econometrics for Finance (2008)A multivariate version of Hoeffding’s Phi-Square (2010)Copula-based dependence measures (2014)On the multidimensional extension of countermonotonicity and its applications (2014)Bivariate option pricing using dynamic copula models (2005)Comparison of semiparametric and parametric methods for estimating copulas (2006)Goodness-of-fit tests for copulas: A review and a power study (2007)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,812 cited
  • 1990Multivariate concordance229 cited
  • 1984On measures of concordance213 cited
  • 2002Distributions With Given Marginals and Statistical Modelling168 cited
  • 2006Multivariate measures of concordance93 cited
  • 2002Concordance and Copulas: A Survey74 cited
  • 2006On Measures of Multivariate Concordance43 cited
  • 2004Measures of concordance determined by D4‐invariant copulas27 cited

Cited by

  • 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
  • 2023On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures15 cited
  • 2022Matrix compatibility and correlation mixture representation of generalized Gini's gamma5 cited
  • 2023Convex weak concordance measures and their constructions5 cited

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