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Copula–Induced Measures of Concordance
7 references·2 citing·28 second hop
Copula–Induced Measures of Concordance (2016)Copula–Induced Measures of ConcordanceMultivariate copulas: Transformations, symmetry, order and measures of concordance (2014)Multivariate copulas: Transfo…Bivariate copulas: Transformations, asymmetry and measures of concordance (2014)Bivariate copulas: Transforma…Characterizations of degree one bivariate measures of concordance (2009)Characterizations of degree o…A multivariate version of Gini's rank association coefficient (2007)A multivariate version of Gin…Multivariate versions of Blomqvist’s beta and Spearman’s footrule (2005)Multivariate versions of Blom…Measures of concordance determined by D4‐invariant copulas (2004)Measures of concordance deter…Multivariate concordance (1990)Multivariate concordanceOn 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 Nonparametric Measures of Dependence for Random Variables (1981)On measures of concordance (1984)An Introduction to Copulas (1999)Relation between non-exchangeability and measures of concordance of copulas (2020)On the exact region determined by Spearman’s footrule and Gini’s gamma (2022)Multivariate measures of concordance (2006)Copula Theory: An Introduction (2010)Quantifying directed dependence via dimension reduction (2023)‘FOOTRULE’ FOR MEASURING CORRELATION (1906)Nonparametric measures of multivariate association (1996)Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence (2006)On Measures of Multivariate Concordance (2006)A multivariate version of Hoeffding’s Phi-Square (2010)Construction of asymmetric multivariate copulas (2008)Concordance and Copulas: A Survey (2002)Distributions With Given Marginals and Statistical Modelling (2002)A multivariate dependence measure for aggregating risks (2013)Copula-based dependence measures (2014)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)On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2006)Principles of Copula Theory (2015)On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures (2023)Rank Correlation Methods. (1971)
this work references cited by second hop

References

  • 1990Multivariate concordance229 cited
  • 2005Multivariate versions of Blomqvist’s beta and Spearman’s footrule66 cited
  • 2014Bivariate copulas: Transformations, asymmetry and measures of concordance39 cited
  • 2007A multivariate version of Gini's rank association coefficient35 cited
  • 2004Measures of concordance determined by D4‐invariant copulas27 cited
  • 2014Multivariate copulas: Transformations, symmetry, order and measures of concordance21 cited
  • 2009Characterizations of degree one bivariate measures of concordance20 cited

Cited by

  • 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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