Multivariate versions of Blomqvist’s beta and Spearman’s footrule

70 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence (2007, methodology): “4 in Van der Vaart and Wellner (1996)) that the empirical processes Hn = √ n(F̂n − F ) and H̄n = √ n( ˆ̄ Fn − F̄ ) converge weakly in `∞([−∞,∞]d) to centered tight continuous Gaussian processes.”
On Measures of Multivariate Concordance (2006, methodology): “(Úbeda-Flores [12]).”
Copula-Based Measures of Multivariate Association (2010, background): “Úbeda-Flores [111]).”
A multivariate version of Hoeffding's Phi-Square (2010, methodology): “…measure of association Copula Nonparametric estimation Empirical copula process Weak convergence Nonparametric bootstrap Strong mixing a b s t r a c t A multivariate measure of association is proposed, which extends the bivariate copulabased measure Phi-Square introduced by Hoeffding [22].”
Multivariate spearman's ρ for aggregating ranks using copulas (2016, background): “There are fewer results on multivariate copulas (Joe, 1990; Nelsen, 1996) and their relation to Spearman’s ρ (Úbeda Flores, 2005; Schmid et al., 2010), which we shall discuss later in this paper.”
Spearman's footrule and Gini's gamma: a review with complements (2010, methodology): “More recently, multivariate versions of Spearman’s footrule and Gini’s gamma were proposed by Úbeda-Flores (2005) and Behboodian, Dolati, and Úbeda-Flores (2007), respectively.”