Matrix compatibility and correlation mixture representation of generalized Gini's gamma

DOI10.1002/cjs.11748arXiv2011.09053OpenAlexW3107070634MaRDI QIDQ6180920

Takaaki Koike, Marius Hofert

Publication date: 22 January 2024

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.09053

zbMATH Keywords

copulacorrelation coefficientcompatibilitymeasure of concordanceGini's gamma

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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