Concordance measures for multivariate non-continuous random vectors
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References listed on IDEAS
- repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
- Joe, Harry, 1990. "Multivariate concordance," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 12-30, October.
- Manuel Úbeda-Flores, 2005. "Multivariate versions of Blomqvist’s beta and Spearman’s footrule," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(4), pages 781-788, December.
- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
- M. Taylor, 2007. "Multivariate measures of concordance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(4), pages 789-806, December.
- Genest, Christian & Nešlehová, Johanna, 2007. "A Primer on Copulas for Count Data," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 37(02), pages 475-515, November.
- Denuit, Michel & Lambert, Philippe, 2005. "Constraints on concordance measures in bivariate discrete data," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 40-57, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Faugeras, Olivier P., 2015. "Maximal coupling of empirical copulas for discrete vectors," Journal of Multivariate Analysis, Elsevier, vol. 137(C), pages 179-186.
- Pinto Da Costa, Joaquim & Roque, Luís A.C. & Soares, Carlos, 2015. "The weighted rank correlation coefficient rW2 in the case of ties," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 20-26.
- Genest, Christian & Nešlehová, Johanna G. & Rémillard, Bruno, 2013. "On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 214-228.
More about this item
KeywordsDiscontinuous distributions Copula Kendall's tau Multivariate concordance Spearman's rho Spearman's footrule;
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