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Correlations in bivariate Pareto distributions

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Publication:5096668
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DOI10.1080/00949655.2022.2037595OpenAlexW4213168006MaRDI QIDQ5096668

Courtney Vanderford Michael, Xin Dang

Publication date: 18 August 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2022.2037595

zbMATH Keywords

robustnessinfluence functioncorrelationsdependenceheavy-tailedasymptotical efficiency


Mathematics Subject Classification ID

Statistics (62-XX)




Cites Work

  • Influence functions of the Spearman and Kendall correlation measures
  • Two symmetric and computationally efficient Gini correlations
  • Multivariate generalized Pareto distributions
  • A multivariate Kolmogorov-Smirnov test of goodness of fit
  • The Gini methodology. A primer on a statistical methodology.
  • A bivariate Pareto model for drought
  • Approximation Theorems of Mathematical Statistics
  • Continuous Bivariate Distributions
  • Multivariate distributions for the life lengths of components of a system sharing a common environment
  • Robust estimation and outlier detection with correlation coefficients
  • A Measure Of Association Based On Gin's Mean Difference
  • A bivariate Pareto model
  • Symmetric Gini covariance and correlation
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