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Matrix compatibility and correlation mixture representation of generalized Gini's gamma
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References

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  • 1904"General Intelligence," Objectively Determined and Measured6,205 cited
  • 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,208 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 2002Stochastic Finance: An Introduction in Discrete Time1,215 cited
  • 2015Principles of Copula Theory640 cited
  • 1981On Nonparametric Measures of Dependence for Random Variables601 cited
  • 2011Stochastic Finance424 cited
  • 1906‘FOOTRULE’ FOR MEASURING CORRELATION248 cited
  • 1984On measures of concordance213 cited
  • 2013The Bivariate Normal Copula83 cited
  • 1963L'ammontare e la composizione Della Ricchezza Delle Nazioni.58 cited
  • 1998Concordance and Gini's measure of association46 cited
  • 2016Bernoulli and tail-dependence compatibility39 cited
  • 2009Characterizations of degree one bivariate measures of concordance20 cited
  • 2019Compatible matrices of Spearman’s rank correlation19 cited

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