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Nonparametric estimation of the multivariate Spearman's footrule: A further discussion
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Nonparametric estimation of the multivariate Spearman's footrule: A further discussion (2023)Nonparametric estimation of the multivari…Principles of Copula Theory (2015)Principles of Copula TheoryESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (2011)ESTIMATORS BASED ON KENDALL'S…Concordance measures for multivariate non-continuous random vectors (2010)Concordance measures for mult…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…On Measures of Multivariate Concordance (2006)On Measures of Multivariate C…Multivariate extensions of Spearman's rho and related statistics (2006)Multivariate extensions of Sp…Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation (2006)Goodness‐of‐fit Procedures fo…Multivariate versions of Blomqvist’s beta and Spearman’s footrule (2005)Multivariate versions of Blom…Distributions With Given Marginals and Statistical Modelling (2002)Distributions With Given Marg…Concordance and Copulas: A Survey (2002)Concordance and Copulas: A Su…Concordance and Gini's measure of association (1998)Concordance and Gini's measur…Nonparametric measures of multivariate association (1996)Nonparametric measures of mul…Multivariate concordance (1990)Multivariate concordanceN-dimensional measures of dependence. (1980)N-dimensional measures of dep…‘FOOTRULE’ FOR MEASURING CORRELATION (1906)‘FOOTRULE’ FOR MEASURING CORR…Ordinal Measures of Association (1958)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)On the construction of multivariate extreme value models via copulas (2009)Rank Correlation Methods. (1957)Copula Methods in Finance (2004)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)A review of copula models for economic time series (2012)Financial Engineering with Copulas Explained (2014)Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (2019)Rank Correlation Methods (1973)An Introduction to Copulas (1999)Multivariate conditional versions of Spearman's rho and related measures of tail dependence (2006)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Understanding Relationships Using Copulas (1998)Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2012)Multivariate Archimax copulas (2014)On Default Correlation (2000)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Convergence of Archimedean copulas (2007)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Extremal Dependence Concepts (2015)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Forecasting: theory and practice (2022)Spearman Rank Correlation (2005)The MOORA method and its application to privatization in a transition economy (2006)Models for construction of multivariate dependence – a comparison study (2008)Tails of multivariate Archimedean copulas (2009)Bivariate option pricing using dynamic copula models (2005)Comparison of semiparametric and parametric methods for estimating copulas (2006)
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References

  • 2015Principles of Copula Theory640 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions600 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions512 cited
  • 2006Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation407 cited
  • 1906‘FOOTRULE’ FOR MEASURING CORRELATION248 cited
  • 1990Multivariate concordance229 cited
  • 2006Multivariate extensions of Spearman's rho and related statistics172 cited
  • 2002Distributions With Given Marginals and Statistical Modelling168 cited
  • 2011ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS104 cited
  • 1996Nonparametric measures of multivariate association83 cited
  • 2002Concordance and Copulas: A Survey74 cited
  • 1980N-dimensional measures of dependence.66 cited
  • 2005Multivariate versions of Blomqvist’s beta and Spearman’s footrule66 cited
  • 1998Concordance and Gini's measure of association46 cited
  • 2006On Measures of Multivariate Concordance43 cited
  • 2010Concordance measures for multivariate non-continuous random vectors

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