The following pages link to Multivariate concordance (Q1813538):
Displaying 50 items.
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Stochastic representation of FGM copulas using multivariate Bernoulli random variables (Q2143027) (← links)
- On attainability of Kendall's tau matrices and concordance signatures (Q2146469) (← links)
- Measures of concordance and testing of independence in multivariate structure (Q2146470) (← links)
- Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance (Q2152252) (← links)
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
- Measuring cumulative deprivation and affluence based on the diagonal dependence diagram (Q2209760) (← links)
- Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas (Q2218837) (← links)
- On the specification of multivariate association measures and their behaviour with increasing dimension (Q2222230) (← links)
- Study of partial and average conditional Kendall's tau (Q2236383) (← links)
- Ordinal pattern dependence as a multivariate dependence measure (Q2237816) (← links)
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
- Modelling joint behaviour of asset prices using stochastic correlation (Q2241515) (← links)
- On minimal copulas under the concordance order (Q2302826) (← links)
- Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
- A measure of multivariate mutual complete dependence (Q2353917) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Kendall's tau for hierarchical data (Q2451632) (← links)
- Multivariate measures of concordance (Q2477007) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness (Q2677124) (← links)
- Estimators based on Kendall's tau in multivariate copula models (Q2892457) (← links)
- An exchangeable Kendall's tau for clustered data (Q2925552) (← links)
- (Q3183816) (← links)
- Joint Mixability (Q3186528) (← links)
- Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks (Q3440874) (← links)
- Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (Q3455257) (← links)
- Tests of Multivariate Independence for Ordinal Data (Q3652684) (← links)
- Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (Q4461283) (← links)
- Measures of concordance determined by 𝐷₄-invariant measures on (0,1)² (Q4654071) (← links)
- Testing for Concordance Ordering (Q4661702) (← links)
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (Q4780926) (← links)
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128) (← links)
- Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
- A bivariate extension of the beta generated distribution derived from copulas (Q5078397) (← links)
- Intersection tests for the cointegrating rank in dependent panel data (Q5088013) (← links)
- Testing for lower tail dependence in extreme value models (Q5107473) (← links)
- Sobolev Convergence of Empirical Bernstein Copulas (Q5158044) (← links)
- Understanding Directional Dependence Through Angular Correlation (Q5172782) (← links)
- On the diversity score: a copula approach (Q5276178) (← links)
- Stochastic analysis of duplicates in life insurance portfolios (Q5422748) (← links)
- Dependence ordering for Markov processes on partially ordered spaces (Q5754689) (← links)
- Multivariate survival functions with a min-stable property (Q5926420) (← links)
- On the multivariate probability integral transformation (Q5952108) (← links)
- On the exact region determined by Spearman's rho and Spearman's footrule (Q6049283) (← links)
- A multivariate Poisson model based on comonotonic shocks (Q6066744) (← links)
- Convex concordance measures (Q6079397) (← links)
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings (Q6169187) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)
