The following pages link to Ordinal Measures of Association (Q3258240):
Displaying 50 items.
- Testing noisy numerical data for monotonic association (Q148096) (← links)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- On multivariate network analysis of statistical data sets with different measures of association (Q276528) (← links)
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
- An invitation to coupling and copulas: with applications to multisensory modeling (Q334448) (← links)
- Identification of marginal and joint {cdf}s using Bayesian method for {RBDO} (Q381353) (← links)
- Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution (Q381535) (← links)
- Reliability-based design optimization with confidence level under input model uncertainty due to limited test data (Q381577) (← links)
- Empirical copulas for consecutive survival data (Q384769) (← links)
- The William Kruskal legacy: 1919-2005 (Q449868) (← links)
- When is Menzerath-Altmann law mathematically trivial? A new approach (Q482811) (← links)
- On the impact of the migration topology on the island model (Q609092) (← links)
- On concordance measures for discrete data and dependence properties of Poisson model (Q609692) (← links)
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791) (← links)
- Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts (Q666497) (← links)
- Kendall's \(\tau\) is equal to the correlation coefficient for the BVE distribution (Q689539) (← links)
- The meta-elliptical distributions with given marginals (Q697465) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- A multivariate correlation ratio (Q789126) (← links)
- Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \) (Q840733) (← links)
- On multivariate Gaussian copulas (Q840759) (← links)
- On rank correlation measures for non-continuous random variables (Q873621) (← links)
- Analyzing test-taking behavior: decision theory meets psychometric theory (Q906057) (← links)
- Peak-end rule versus average utility: How utility aggregation affects evaluations of experiences (Q955111) (← links)
- Bayesian copula selection (Q1010423) (← links)
- Improving the estimation of Kendall's tau when censoring affects only one of the variables (Q1020671) (← links)
- On measures of association as measures of positive dependence (Q1195572) (← links)
- Families of positively dependent random variables (Q1234522) (← links)
- Generating pseudo-random time series with specified marginal distributions (Q1278295) (← links)
- The dependence of uncorrelated statistics (Q1343523) (← links)
- Association measures for durations in bivariate hazard rate models (Q1362479) (← links)
- A bivariate meta-Gaussian density for use in hydrology (Q1370380) (← links)
- Concordance between two linear orders: The Spearman and Kendall coefficients revisited (Q1378870) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- The missing early history of contingency tables (Q1432078) (← links)
- On the centennial anniversary of Gini's theory of statistical relations (Q1701051) (← links)
- Bayesian estimation of Kendall's \(\tau\) using a latent normal approach (Q1726799) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
- Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions (Q1751712) (← links)
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
- High-dimensional semiparametric Gaussian copula graphical models (Q1940774) (← links)
- Simultaneous inference for Kendall's tau (Q2048115) (← links)
- On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
- Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA) (Q2102340) (← links)
- On the exact region determined by Spearman's footrule and Gini's gamma (Q2122045) (← links)
- Bias in rank correlation under mixture models (Q2136053) (← links)
- On attainability of Kendall's tau matrices and concordance signatures (Q2146469) (← links)
- A squared Mahalanobis rank distances and detection of outliers in multivariate ordinal data (Q2155998) (← links)
- Reliability of maximum spanning tree identification in correlation-based market networks (Q2158099) (← links)
