IDEAS home Printed from https://ideas.repec.org/r/hal/journl/hal-00542387.html
   My bibliography  Save this item

Strong measures of concordance and convergence in probability

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Neslehová, Johanna, 2007. "On rank correlation measures for non-continuous random variables," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 544-567, March.
  2. Coblenz, Maximilian & Grothe, Oliver & Schreyer, Manuela & Trutschnig, Wolfgang, 2018. "On the length of copula level curves," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 347-365.
  3. Sergio Ortobelli & Tomáš Tichý, 2015. "On the impact of semidefinite positive correlation measures in portfolio theory," Annals of Operations Research, Springer, vol. 235(1), pages 625-652, December.
  4. Yanqin Fan & Marc Henry, 2020. "Vector copulas," Papers 2009.06558, arXiv.org, revised Apr 2021.
  5. Sergio Ocampo, 2019. "A task-based theory of occupations with multidimensional heterogeneity," 2019 Meeting Papers 477, Society for Economic Dynamics.
  6. Vanderford Courtney & Sang Yongli & Dang Xin, 2020. "Two symmetric and computationally efficient Gini correlations," Dependence Modeling, De Gruyter, vol. 8(1), pages 373-395, January.
  7. Hofert, Marius & Oldford, Wayne, 2018. "Visualizing dependence in high-dimensional data: An application to S&P 500 constituent data," Econometrics and Statistics, Elsevier, vol. 8(C), pages 161-183.
  8. Vanderford Courtney & Sang Yongli & Dang Xin, 2020. "Two symmetric and computationally efficient Gini correlations," Dependence Modeling, De Gruyter, vol. 8(1), pages 373-395, January.
  9. Fuchs, Sebastian & Di Lascio, F. Marta L. & Durante, Fabrizio, 2021. "Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
  10. Jae Youn Ahn & Sebastian Fuchs, 2020. "On Minimal Copulas under the Concordance Order," Journal of Optimization Theory and Applications, Springer, vol. 184(3), pages 762-780, March.
  11. Silvia Terzi & Luca Moroni, 2022. "Local Concordance and Some Applications," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 161(2), pages 457-470, June.
  12. Jia-Han Shih & Takeshi Emura, 2019. "Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula," Statistical Papers, Springer, vol. 60(4), pages 1101-1118, August.
  13. Sergio Ortobelli & Noureddine Kouaissah & Tomáš Tichý, 2019. "On the use of conditional expectation in portfolio selection problems," Annals of Operations Research, Springer, vol. 274(1), pages 501-530, March.
  14. Plischke, Elmar & Borgonovo, Emanuele, 2019. "Copula theory and probabilistic sensitivity analysis: Is there a connection?," European Journal of Operational Research, Elsevier, vol. 277(3), pages 1046-1059.
  15. Gijbels, Irène & Kika, Vojtěch & Omelka, Marek, 2021. "On the specification of multivariate association measures and their behaviour with increasing dimension," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
  16. Fuchs Sebastian, 2016. "A Biconvex Form for Copulas," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-13, February.
  17. Manuela Schreyer & Roland Paulin & Wolfgang Trutschnig, 2017. "On the exact region determined by Kendall's τ and Spearman's ρ," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 613-633, March.
  18. Liebscher Eckhard, 2014. "Copula-based dependence measures," Dependence Modeling, De Gruyter, vol. 2(1), pages 1-16, October.
  19. Edoardo Berton & Lorenzo Mercuri, 2021. "An Efficient Unified Approach for Spread Option Pricing in a Copula Market Model," Papers 2112.11968, arXiv.org, revised Feb 2023.
  20. Damjana Kokol Bukovv{s}ek & Tomav{z} Kov{s}ir & Blav{z} Mojv{s}kerc & Matjav{z} Omladiv{c}, 2020. "Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta," Papers 2009.06221, arXiv.org, revised Jan 2021.
  21. Veli Safak, 2020. "Matching Multidimensional Types: Theory and Application," Papers 2006.14243, arXiv.org.
  22. Mario Hellmich, 2018. "Component importance based on dependence measures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 87(2), pages 229-250, April.
  23. Martynas Manstavičius, 2022. "Diversity of Bivariate Concordance Measures," Mathematics, MDPI, vol. 10(7), pages 1-18, March.
  24. Liebscher, Eckhard, 2021. "Kendall regression coefficient," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
  25. Antonio Dalessandro & Gareth W. Peters, 2018. "Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators," Methodology and Computing in Applied Probability, Springer, vol. 20(1), pages 237-271, March.
  26. Claudio G. Borroni, 2019. "Mutual association measures," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(4), pages 571-591, December.
  27. Ferreira Helena & Ferreira Marta, 2020. "Multivariate medial correlation with applications," Dependence Modeling, De Gruyter, vol. 8(1), pages 361-372, January.
  28. Dalia Valencia & Rosa E. Lillo & Juan Romo, 2019. "A Kendall correlation coefficient between functional data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(4), pages 1083-1103, December.
  29. Naoyuki Ishimura & Naohiro Yoshida, 2017. "On a measure of dependence for extreme value copulas," EcoMod2017 10311, EcoMod.
  30. Kamil Gala, 2015. "On the probability distribution of the present value of benefits in multiple life insurance," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 37, pages 13-38.
  31. Jiří Dvořák & Tomáš Mrkvička, 2022. "Graphical tests of independence for general distributions," Computational Statistics, Springer, vol. 37(2), pages 671-699, April.
  32. Machová Renáta & Korcsmáros Enikő & Marča Roland & Esseová Monika, 2022. "An International Analysis of Consumers’ Consciousness During the Covid-19 Pandemic in Slovakia and Hungary," Folia Oeconomica Stetinensia, Sciendo, vol. 22(1), pages 130-151, June.
  33. Ferreira Helena & Ferreira Marta, 2020. "Multivariate medial correlation with applications," Dependence Modeling, De Gruyter, vol. 8(1), pages 361-372, January.
  34. Liebscher Eckhard, 2017. "Copula-Based Dependence Measures For Piecewise Monotonicity," Dependence Modeling, De Gruyter, vol. 5(1), pages 198-220, August.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.