Detecting Dependence With Kendall Plots

By Christian Genest, Jean-Claude Boies. 2003

164 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/74c802c523d8bbdcb475df17d1a7beeee9b94098

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Citations in the corpus

Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007, methodology): “Another rank-based graphical tool for visualizing dependence was recently proposed by Genest and Boies 2003 .”
Identification of suitable copulas for bivariate frequency analysis of flood peak and flood volume data (2011, methodology): “Although not applied for hydrological variables, Farlie–Gumbel–Morgenstern (FGM) family of distributions, as applied for rainfall variables by Singh & Singh (1991) and studied later by Long & Krzysztofowicz (1992), are applicable for only weakly associated variates having Kendall’s tau between 2/9 a”
Fitting bivariate copulas to the dependence structure between storm characteristics: A detailed analysis based on 105 year 10 min rainfall (2010, methodology): “The reader is referred to the work of Genest and Favre [2007] and Salvadori et al. [2007] for an overview of available GOF techniques.”
Probabilistic assessment of flood risks using trivariate copulas (2012, methodology): “Q plots (Genest and Boies 2003).”
Bivariate flood frequency analysis using the copula function: a case study of the Litija station on the Sava River (2015, methodology): “Graphical representations of the dependence of different variable pairs are shown with the use of Chi-plots and K-plots (Figure 3).”
Trivariate Frequency Analyses of Peak Discharge, Hydrograph Volume and Suspended Sediment Concentration Data Using Copulas (2014, methodology): “We also used the Chi-plot, K-plot, and scatter plot of pseudo observations to evaluate dependence between parameters (Fig.”
Measuring reproducibility of high-throughput experiments (2011, methodology): “We now compare the Ψ ′ n plot with the Chi-plot and the K -plot using a real example considered in Kallenberg and Ledwina (1999), Fisher and Switzer (2001), Genest and Boies (2003).”
Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data (2010, unknown): “Let Hi ¼ 1 n� 1 #fj 6 i : xj � xi; yj � yig; Hð1Þ\ �� \HðnÞ are the order statistics associated with quantities H1 \ �� \ Hn. Genest and Boies (2003) proposed to plot pairs (Wi:n, H(i)), where Wi:n is given as”
Copulas: A Review and Recent Developments (2006, background): “Because of space limitations, it was impossible even to comment on the difficulties with copulas associated with discrete multivariate distributions; the important aspects in copula theory related to stochastic ordering, e.g., Müller and Stoyan[87]; graphical techniques, e.g., Genest and Boies[62]; ”