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Testing for Concordance Ordering
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Testing for Concordance Ordering (2004)Testing for Concordance OrderingCross-cultural relations of Turkey with the regions of Asia and Europe (2018)Cross-cultural relations of T…“Know” and Its Japanese Counterparts, Shitte-iru and Wakatte-iru (2018)“Know” and Its Japanese Count…F. Ausblick auf die literarischen Horizonte von Ri 1.17–21 am Übergang von Jos zu Ri (2016)F. Ausblick auf die literaris…Nonparametric Tests for Positive Quadrant Dependence (2004)Nonparametric Tests for Posit…Risk Management: Value at Risk and Beyond (2003)Risk Management: Value at Ris…Nonparametric Tests for Positive Quadrant Dependence (2002)Nonparametric Tests for Posit…Indirect Estimation of the Parameters of Agent Based Models of Financial Markets (2002)Indirect Estimation of the Pa…Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality (2000)Statistical Inference for Sto…Inference for Lorenz curve orderings (1999)Inference for Lorenz curve or…Fitting bivariate loss distributions with copulas (1999)Fitting bivariate loss distri…Understanding Relationships Using Copulas (1998)Understanding Relationships U…Dependency of Risks and Stop-Loss Order (1996)Dependency of Risks and Stop-…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Lombard Odier & Cie (1994)Lombard Odier & CieMultivariate concordance (1990)Multivariate concordanceCopules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Pair-copula constructions of multiple dependence (2007)Annuity Valuation with Dependent Mortality (1996)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Goodness-of-fit tests for copulas: A review and a power study (2007)The impact of heterogeneity in individual frailty on the dynamics of mortality (1979)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)An introduction to mathematical risk theory (1979)Comparison Methods for Queues and Other Stochastic Models (1984)Comparison Methods for Queues and Other Stochastic Models. (1986)Upper and lower bounds or sum of random variables (2000)On the measurement of inequality (1970)A Class of Decomposable Poverty Measures (1984)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Consistent Tests for Stochastic Dominance (2003)Exploring Alternative Measures of Welfare in the Absence of Expenditure Data (2003)Distance Constraints: The Limits of Foreign Lending in Poor Economies (2006)The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Rank Correlation Methods. (1957)Multivariate conditional versions of Spearman's rho and related measures of tail dependence (2006)Multivariate extensions of Spearman's rho and related statistics (2006)Extremal Dependence Concepts (2015)Modelling Dependence with Copulas and Applications to Risk Management (2003)Networks of equities in financial markets (2004)Value-at-risk versus expected shortfall: A practical perspective (2004)Investor Psychology and Security Market Under‐ and Overreactions (1998)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Plants and Productivity in International Trade (2003)Auction Theory: A Guide to the Literature (1999)The Impact of Jumps in Volatility and Returns (2003)Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula (2001)Low Returns in R&D due to the Lack of Entrepreneurial Skills (2002)Executive stock option repricing, internal governance mechanisms, and management turnover (2003)
this work references cited by second hop

References

  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2000Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality870 cited
  • 2016F. Ausblick auf die literarischen Horizonte von Ri 1.17–21 am Übergang von Jos zu Ri409 cited
  • 2003Risk Management: Value at Risk and Beyond340 cited
  • 2018Cross-cultural relations of Turkey with the regions of Asia and Europe339 cited
  • 1999Fitting bivariate loss distributions with copulas237 cited
  • 1990Multivariate concordance229 cited
  • 1996Dependency of Risks and Stop-Loss Order224 cited
  • 2018“Know” and Its Japanese Counterparts, Shitte-iru and Wakatte-iru216 cited
  • 1999Inference for Lorenz curve orderings130 cited
  • 2004Nonparametric Tests for Positive Quadrant Dependence78 cited
  • 2002Indirect Estimation of the Parameters of Agent Based Models of Financial Markets59 cited
  • 2002Nonparametric Tests for Positive Quadrant Dependence19 cited
  • 1994Lombard Odier & Cie17 cited

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