SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures
16 references·0 citing·35 second hop
On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures (2023)On the Exact Regions Determined by Kendal…Relation between non-exchangeability and measures of concordance of copulas (2020)Relation between non-exchange…On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (2018)On the size of the class of b…On the Exact Region Determined by Kendall's τ and Spearman's ρ (2016)On the Exact Region Determine…Multivariate measures of concordance for copulas and their marginals (2016)Multivariate measures of conc…Principles of Copula Theory (2015)Principles of Copula TheoryCopula-based dependence measures (2014)Copula-based dependence measu…Bivariate copulas: Transformations, asymmetry and measures of concordance (2014)Bivariate copulas: Transforma…Characterizations of degree one bivariate measures of concordance (2009)Characterizations of degree o…A multivariate version of Gini's rank association coefficient (2007)A multivariate version of Gin…On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2006)On the relationship between S…Multivariate versions of Blomqvist’s beta and Spearman’s footrule (2005)Multivariate versions of Blom…Distribution functions of copulas: a class of bivariate probability integral transforms (2001)Distribution functions of cop…Concordance and Gini's measure of association (1998)Concordance and Gini's measur…Ordinal Measures of Association (1958)Ordinal Measures of Associati…Inversions and Rank Correlation Coefficients (1951)Inversions and Rank Correlati…Rank Correlation and Population Models (1950)Rank Correlation and Populati…The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Rank Correlation Methods. (1957)Correlation and Simple Linear Regression (2003)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Comparing the Pearson and Spearman correlation coefficients across distributions and sample sizes: A tutorial using simulations and empirical data. (2016)On Nonparametric Measures of Dependence for Random Variables (1981)Quantile spectral processes: Asymptotic analysis and inference (2016)On the exact region determined by Spearman’s footrule and Gini’s gamma (2022)On the exact region determined by Spearman’s rho and Spearman’s footrule (2023)‘FOOTRULE’ FOR MEASURING CORRELATION (1906)Nonparametric measures of multivariate association (1996)An Introduction to Copulas (1999)Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence (2006)On Measures of Multivariate Concordance (2006)A multivariate version of Hoeffding’s Phi-Square (2010)Shuffles of Min. (1992)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Multivariate Extreme Value Methods (2012)Construction of asymmetric multivariate copulas (2008)Copula Theory: An Introduction (2010)Multivariate copulas: Transformations, symmetry, order and measures of concordance (2014)Modelling Dependence with Copulas and Applications to Risk Management (2003)Mass distributions of two-dimensional extreme-value copulas and related results (2016)Copulae: An overview and recent developments (2021)The method of paired comparisons for social values. (1927)Rank Correlation Methods. (1949)Spearman Rank Correlation (2005)Inherent Tradeoffs in the Fair Determination of Risk Scores (2023)Extremal Dependence Concepts (2015)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Forecasting: theory and practice (2022)Multivariate non-normally distributed random variables in climate research – introduction to the copula approach (2008)Power outages and firm performance in Sub-Saharan Africa (2018)Copula Modeling: An Introduction for Practitioners (2007)
this work references cited by second hop

References

  • 1958Ordinal Measures of Association740 cited
  • 2015Principles of Copula Theory640 cited
  • 2006On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables218 cited
  • 1950Rank Correlation and Population Models208 cited
  • 1951Inversions and Rank Correlation Coefficients78 cited
  • 2005Multivariate versions of Blomqvist’s beta and Spearman’s footrule66 cited
  • 1998Concordance and Gini's measure of association46 cited
  • 2016On the Exact Region Determined by Kendall's τ and Spearman's ρ45 cited
  • 2001Distribution functions of copulas: a class of bivariate probability integral transforms43 cited
  • 2014Bivariate copulas: Transformations, asymmetry and measures of concordance39 cited
  • 2007A multivariate version of Gini's rank association coefficient35 cited
  • 2016Multivariate measures of concordance for copulas and their marginals28 cited
  • 2014Copula-based dependence measures25 cited
  • 2018On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau24 cited
  • 2009Characterizations of degree one bivariate measures of concordance20 cited

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

  • 2020Relation between non-exchangeability and measures of concordance of copulas19 cited
  • Cited by

    No citing works inside the corpus for this window.