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Estimating scale-invariant directed dependence of bivariate distributions
15 references·3 citing·39 second hop
Estimating scale-invariant directed dependence of bivariate distributions (2020)Estimating scale-invariant directed depen…The empirical beta copula (2016)The empirical beta copulaPrinciples of Copula Theory (2015)Principles of Copula TheoryOn the empirical multilinear copula process for count data (2014)On the empirical multilinear …Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems (2014)Conditioning-based metrics on…Aggregation and the estimated effects of economic conditions on health (2014)Aggregation and the estimated…A Copula‐Based Non‐parametric Measure of Regression Dependence (2012)A Copula‐Based Non‐parametric…On a strong metric on the space of copulas and its induced dependence measure (2011)On a strong metric on the spa…Large sample behavior of the Bernstein copula estimator (2011)Large sample behavior of the …New Evidence of Asymmetric Dependence Structures in International Equity Markets (2008)New Evidence of Asymmetric De…Extremes of nonexchangeability (2007)Extremes of nonexchangeabilityExtremes of nonexchangeability (2007)Extremes of nonexchangeabilityEnjoy the Joy of Copulas: With a Packagecopula (2007)Enjoy the Joy of Copulas: Wit…copula: Multivariate Dependence with Copulas (2005)copula: Multivariate Dependen…THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (2004)THE BERNSTEIN COPULA AND ITS …On Nonparametric Measures of Dependence for Random Variables (1981)On Nonparametric Measures of …qad : An R‐package to detect asymmetric and directed dependence in bivariate samples (2022)qad : An R‐package to detect …On a multivariate copula-based dependence measure and its estimation (2022)On a multivariate copula-base…On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation (2021)On weak conditional convergen…The Asymptotic Theory of Extreme Order Statistics (1990)An Introduction to Copulas (1999)Copula Methods in Finance (2004)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Power outages and firm performance in Sub-Saharan Africa (2018)Weak convergence of empirical copula processes (2004)A note on the asymptotic behavior of the Bernstein estimator of the copula density (2013)Ordinal Measures of Association (1958)Random variables, joint distribution functions, and copulas (1973)Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Correlations and Copulas for Decision and Risk Analysis (1999)Copulas for Finance - A Reading Guide and Some Applications (2007)Copula Theory and Its Applications (2010)CoVaR of families of copulas (2016)On the Exact Region Determined by Kendall's τ and Spearman's ρ (2016)CHAPMAN AND HALL (1985)Extreme Correlation of International Equity Markets (2001)Copulas: A Review and Recent Developments (2006)COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (2009)Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (2016)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Dynamic Conditional Correlation (2002)Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets (2011)Does the price of oil interact with clean energy prices in the stock market? (2013)Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model (2018)Regional Evolutions (1992)Bootstrap-Based Improvements for Inference with Clustered Errors (2008)Robust Inference With Multiway Clustering (2011)The Effects of Aggregate and Gender-Specific Labor Demand Shocks on Child Health (2017)Caution! Men not at work: Gender-specific labor market conditions and child maltreatment (2018)Local Economic Conditions and Fertility from the Great Depression through the Great Recession (2020)Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Detecting changes in cross-sectional dependence in multivariate time series (2014)The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach (2015)Unbiased, reliable, and valid student evaluations can still be unfair (2020)Extremal Dependence Concepts (2015)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Modeling multivariate ocean data using asymmetric copulas (2018)Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics (2022)
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References

  • 2015Principles of Copula Theory640 cited
  • 1981On Nonparametric Measures of Dependence for Random Variables601 cited
  • 2007Enjoy the Joy of Copulas: With a Packagecopula508 cited
  • 2004THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS273 cited
  • 2008New Evidence of Asymmetric Dependence Structures in International Equity Markets251 cited
  • 2014Aggregation and the estimated effects of economic conditions on health126 cited
  • 2011On a strong metric on the space of copulas and its induced dependence measure110 cited
  • 2005copula: Multivariate Dependence with Copulas97 cited
  • 2012A Copula‐Based Non‐parametric Measure of Regression Dependence94 cited
  • 2011Large sample behavior of the Bernstein copula estimator80 cited
  • 2016The empirical beta copula76 cited
  • 2007Extremes of nonexchangeability76 cited
  • 2007Extremes of nonexchangeability71 cited
  • 2014On the empirical multilinear copula process for count data59 cited
  • 2014Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems39 cited

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Cited by

  • 2021On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation29 cited
  • 2022On a multivariate copula-based dependence measure and its estimation26 cited
  • 2022qad : An R‐package to detect asymmetric and directed dependence in bivariate samples12 cited