On rank correlation measures for non-continuous random variables
By Johana Nešlehová. 2007
147 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/d901082a3bdadd5e97812f2fbece7d7789e191ed
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Aristidis K. Nikoloulopoulos
- Martin Ruppert
- Sandra Gaißer
- Friedrich Schmid
- Rafael Schmidt
- Christian Genest
- Thomas Blumentritt
- Andrew J. Patton
In Management Science and Operations Research
- Aristidis K. Nikoloulopoulos
- Dimitris Karlis
- Christian Genest
- Bruno R'emillard
- Rafael Schmidt
- Thomas Blumentritt
- Johanna G. Nevslehov'a
- Martin Ruppert
In Statistics and Probability
- Aristidis K. Nikoloulopoulos
- Martin Ruppert
- Sandra Gaißer
- Friedrich Schmid
- Rafael Schmidt
- Christian Genest
- Thomas Blumentritt
- Bruno R'emillard
Citations in the corpus
- On the empirical multilinear copula process for count data (2014, background): “With some additional work (Nešlehová [14]) it can also be shown that the well-known Spearman and Kendall statistics for testing monotone trend (Agresti [1]) can be rewritten in terms of Ĉ n .”
- Copula-Based Measures of Multivariate Association (2010, methodology): “Regarding the case of non-continuous marginal distributions, we refer to Vandenhende and Lambert [112], Nešlehová [80, 81], Denuit and Lambert [19], Mesfioui and Tajar [75], Genest and Nešlehová [37] as well as Feidt et al.”
- Regression in a copula model for bivariate count data (2010, methodology): “If F1, F2 are continuous, then C is unique; otherwise, there are many possible copulas as emphasized by Genest and Nes̆lehová [9], but all of these coincide on the closure of Range(F1) × Range(F2), where Range(F ) denotes the range of F .”
- Copula-Based Models for Multivariate Discrete Response Data (2013, background): “However for discrete data the marginal distributions also play a role on dependence, and τ does not attain the boundary values of ±1, because the probability of ties Pt = 1− (Pc+Pd) is positive; see [5, 33, 38].”