Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Compatible matrices of Spearman’s rank correlation

9 references·3 citing·33 second hop

FromToDepth

this work references cited by second hop

References

2005Quantitative Risk Management: Concepts, Techniques, and Tools2,208 cited
2006Quantitative Risk Management: Concepts, Techniques, and Tools2,014 cited
2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
2014Dependence Modeling with Copulas1,628 cited
1982A distribution-free approach to inducing rank correlation among input variables1,625 cited
2006Uncertainty Analysis with High Dimensional Dependence Modelling665 cited
2003Risk Management: Value at Risk and Beyond356 cited
2007Uncertainty Analysis With High Dimensional Dependence Modelling110 cited
2016Bernoulli and tail-dependence compatibility39 cited

Cited by

2024Correlation Tests in R: Pearson Cor, Kendall’s Tau, and Spearman’s Rho103 cited
2022On attainability of Kendall’s tau matrices and concordance signatures19 cited
2022Matrix compatibility and correlation mixture representation of generalized Gini's gamma5 cited

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