Pages that link to "Item:Q876985"
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The following pages link to Multivariate extensions of Spearman's rho and related statistics (Q876985):
Displaying 50 items.
- Testing for equality between conditional copulas given discretized conditioning events (Q110517) (← links)
- Copula-based dependence measures (Q141080) (← links)
- A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho (Q273774) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- On the empirical multilinear copula process for count data (Q396007) (← links)
- Directional dependence in multivariate distributions (Q421436) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- Copulas with maximum entropy (Q691414) (← links)
- Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
- On multivariate Gaussian copulas (Q840759) (← links)
- A measure of mutual complete dependence in discrete variables through subcopula (Q897746) (← links)
- Mining and visualising ordinal data with non-parametric continuous BBNs (Q962305) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Smooth extensions of Pearsons's product moment correlation and Spearman's rho (Q1126115) (← links)
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
- Single-index copulas (Q1742729) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests (Q2044382) (← links)
- Approximate Bayesian conditional copulas (Q2076116) (← links)
- TCMI: a non-parametric mutual-dependence estimator for multivariate continuous distributions (Q2097447) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Bias in rank correlation under mixture models (Q2136053) (← links)
- Stochastic representation of FGM copulas using multivariate Bernoulli random variables (Q2143027) (← links)
- Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance (Q2152252) (← links)
- Measuring cumulative deprivation and affluence based on the diagonal dependence diagram (Q2209760) (← links)
- On the specification of multivariate association measures and their behaviour with increasing dimension (Q2222230) (← links)
- Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\) (Q2228222) (← links)
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation (Q2242044) (← links)
- A multivariate dependence measure for aggregating risks (Q2252393) (← links)
- Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula (Q2255831) (← links)
- Extensions to the Cochran-Mantel-Haenszel mean scores and correlation tests (Q2321824) (← links)
- Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) (← links)
- A measure of multivariate mutual complete dependence (Q2353917) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- An extremal problem with applications to the problem of testing multivariate independence (Q2892913) (← links)
- Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
- Kendall's tau and Spearman's rho for<i>n</i>-dimensional Archimedean copulas and their asymptotic properties (Q3455257) (← links)
- Local Power Analyses of Goodness‐of‐fit Tests for Copulas (Q3552960) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- Tests of Multivariate Independence for Ordinal Data (Q3652684) (← links)
- Euclidean Distance Matrix Completion and Point Configurations from the Minimal Spanning Tree (Q4606658) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Understanding Directional Dependence Through Angular Correlation (Q5172782) (← links)
