Estimators based on trimmed Kendall's tau in multivariate copula models

DOI10.1016/j.stamet.2013.05.001zbMath1486.62151OpenAlexW2051299125MaRDI QIDQ1731266

Narayanaswamy Balakrishnan, Mohsen Rezapour

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2013.05.001

zbMATH Keywords

Kendall's tauArchimedean copulacoefficient of agreementfinite-sample momentstrimmed Kendall's tau

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Kendall regression coefficient ⋮ Cross ranking of cities and regions: population versus income

Uses Software

• QRM

Cites Work

• Upper comonotonicity
• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Quantile curves and dependence structure for bivariate distributions
• Improving the estimation of Kendall's tau when censoring affects only one of the variables
• Empirical processes: A survey of results for independent and identically distributed random variables
• A weighted Kendall's tau statistic
• Multivariate concordance
• On Kendall's process
• Extensions of the notion of overall comonotonicity to partial comonotonicity
• Multivariate Aging with Archimedean Dependence Structures in High Dimensions
• ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• Families of Multivariate Distributions
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Understanding Relationships Using Copulas
• ON THE METHOD OF PAIRED COMPARISONS
• An algorithm for maximizing Kendall's \(\tau\).
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