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On the exact region determined by Spearman’s rho and Spearman’s footrule
16 references·2 citing·32 second hop
On the exact region determined by Spearman’s rho and Spearman’s footrule (2023)On the exact region determined by Spearma…On the Exact Region Determined by Kendall's τ and Spearman's ρ (2016)On the Exact Region Determine…Principles of Copula Theory (2015)Principles of Copula TheoryOn the construction of copulas and quasi-copulas with given diagonal sections (2007)On the construction of copula…On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2006)On the relationship between S…On Measures of Multivariate Concordance (2006)On Measures of Multivariate C…Multivariate measures of concordance (2006)Multivariate measures of conc…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…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…Copulas Constructed from Diagonal Sections (1997)Copulas Constructed from Diag…Multivariate concordance (1990)Multivariate concordanceOn measures of concordance (1984)On measures of concordanceInversions and Rank Correlation Coefficients (1951)Inversions and Rank Correlati…Rank Correlation and Population Models (1950)Rank Correlation and Populati…On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures (2023)On the Exact Regions Determin…Convex weak concordance measures and their constructions (2023)Convex weak concordance measu…Understanding Relationships Using Copulas (1998)An Introduction to Copulas (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Absolutely Continuous Copulas with Given Diagonal Sections (2008)On copulas and their diagonals (2008)Rectangular Patchwork for Bivariate Copulas and Tail Dependence (2009)Ordinal Measures of Association (1958)On Nonparametric Measures of Dependence for Random Variables (1981)Multivariate non-normally distributed random variables in climate research – introduction to the copula approach (2008)Comparing the Pearson and Spearman correlation coefficients across distributions and sample sizes: A tutorial using simulations and empirical data. (2016)Power outages and firm performance in Sub-Saharan Africa (2018)The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)The method of paired comparisons for social values. (1927)Rank Correlation Methods. (1949)Rank Correlation Methods. (1957)Spearman Rank Correlation (2005)Inherent Tradeoffs in the Fair Determination of Risk Scores (2023)The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Multivariate extensions of Spearman's rho and related statistics (2006)Extremal Dependence Concepts (2015)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Forecasting: theory and practice (2022)Modelling Dependence with Copulas and Applications to Risk Management (2003)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence (2006)Spatial contagion between financial markets: a copula‐based approach (2009)Bivariate option pricing using dynamic copula models (2005)Comparison of semiparametric and parametric methods for estimating copulas (2006)Goodness-of-fit tests for copulas: A review and a power study (2007)Copula Modeling: An Introduction for Practitioners (2007)
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References

  • 2015Principles of Copula Theory640 cited
  • 1990Multivariate concordance229 cited
  • 2006On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables218 cited
  • 1984On measures of concordance213 cited
  • 1950Rank Correlation and Population Models208 cited
  • 2002Distributions With Given Marginals and Statistical Modelling168 cited
  • 2007On the construction of copulas and quasi-copulas with given diagonal sections118 cited
  • 2006Multivariate measures of concordance93 cited
  • 1951Inversions and Rank Correlation Coefficients78 cited
  • 2002Concordance and Copulas: A Survey74 cited
  • 1997Copulas Constructed from Diagonal Sections72 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
  • 2006On Measures of Multivariate Concordance43 cited
  • 2001Distribution functions of copulas: a class of bivariate probability integral transforms

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43 cited

Cited by

  • 2023On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures15 cited
  • 2023Convex weak concordance measures and their constructions5 cited