Measures of concordance and testing of independence in multivariate structure

JOURNAL ARTICLE published September 2022 in Journal of Multivariate Analysis

Authors: Wenli Deng | Jinglong Wang | Riquan Zhang

Concordance Measures of a Class of Two-Parameter with Cube Generalized FGM Copulas

PROCEEDINGS ARTICLE published December 2010 in 2010 Third International Symposium on Information Science and Engineering

Authors: Fu-xia Xu | Yong-quan Dong

Marginal symmetry and quasi symmetry of general order

JOURNAL ARTICLE published August 1990 in Journal of Multivariate Analysis

Authors: V.P. Bhapkar | J.N. Darroch

Ordering properties of order statistics from random variables of Archimedean copulas with applications

JOURNAL ARTICLE published January 2015 in Journal of Multivariate Analysis

Authors: Xiaohu Li | Rui Fang

Extremal dependence of copulas: A tail density approach

JOURNAL ARTICLE published February 2013 in Journal of Multivariate Analysis

Research funded by NSF (CMMI 0825960,DMS 1007556)

Authors: Haijun Li | Peiling Wu

Constraints on concordance measures in bivariate discrete data

JOURNAL ARTICLE published March 2005 in Journal of Multivariate Analysis

Authors: Michel Denuit | Philippe Lambert

Characterizations of degree one bivariate measures of concordance

JOURNAL ARTICLE published September 2009 in Journal of Multivariate Analysis

Authors: H.H. Edwards | M.D. Taylor

On Extreme Value Copulas with Given Concordance Measures

BOOK CHAPTER published 2019 in New Trends in Aggregation Theory

Authors: Piotr Jaworski

On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence

JOURNAL ARTICLE published May 2024 in Journal of Multivariate Analysis

Authors: Thimo M. Kasper

Tests of radial symmetry for multivariate copulas based on the copula characteristic function

JOURNAL ARTICLE published 1 January 2017 in Electronic Journal of Statistics

Authors: Tarik Bahraoui | Jean-François Quessy

A class of multivariate copulas based on products of bivariate copulas

JOURNAL ARTICLE published September 2015 in Journal of Multivariate Analysis

Authors: Gildas Mazo | Stéphane Girard | Florence Forbes

Multivariate Tail Moments for Log-Elliptical Dependence Structures as Measures of Risks

JOURNAL ARTICLE published 28 March 2021 in Symmetry

Research funded by Israel Science Foundation (1686/17)

Authors: Zinoviy Landsman | Tomer Shushi

Forecasting Time Series with Multivariate Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Clarence Simard | Bruno Remillard

Comparison of correlation-based measures of concordance in terms of asymptotic variance

JOURNAL ARTICLE published May 2024 in Journal of Multivariate Analysis

Research funded by Natural Sciences and Engineering Research Council of Canada (RGPAS-2020-00093,RGPIN-2020-04897) | Japan Society for the Promotion of Science (JP21K13275)

Authors: Takaaki Koike | Marius Hofert

On uniform tail expansions of multivariate copulas and wide convergence of measures

JOURNAL ARTICLE published 2006 in Applicationes Mathematicae

Authors: Piotr Jaworski

On order statistics and their copulas

JOURNAL ARTICLE published October 2016 in Statistics & Probability Letters

Authors: Markus Dietz | Sebastian Fuchs | Klaus D. Schmidt

Second Order Random Measures and Representations

BOOK CHAPTER published August 2011 in Random and Vector Measures

Multivariate conditional density estimation with copulas

DISSERTATION published

Authors: Felipe Hernandez Bisca

Copulas and Dependency Measures for Multivariate Linnik Distributions

JOURNAL ARTICLE published 31 October 2018 in International Journal of Statistics and Probability

Authors: Alexandru Belu | Wesley Maddox | Wojbor A. Woyczynski

On the Linearization of Second-Order Ordinary Differential Equations to the Laguerre Form via Generalized Sundman Transformations

JOURNAL ARTICLE published 31 May 2013 in Symmetry, Integrability and Geometry: Methods and Applications

Authors: M. Tahir Mustafa