We extend rank-based dependence measures like Spearman's rho to categorical data so that the same 1 limits are always reached under complete dependence. A goodness-of-fit procedure is derived for dependence models using copulas. (C) 2003 Elsevier Science B.V. All rights reserved
A new way of choosing a suitable copula to model dependence is introduced. Instead of relying on a g...
The paper presents a new copula based method for measuring dependence between random variables. Our ...
A fundamental problem in statistics is the estimation of dependence between random variables. While ...
The paper is devoted to the multivariate measures of dependence. In contrast to the classical approa...
We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two s...
AbstractA new family of conditional-dependence measures based on Spearman's rho is introduced. The c...
The linear correlation coefficient of Bravais-Pearson is considered a powerful indicator when the de...
AbstractIn this paper, we introduce a new copula-based dependence order to compare the relative degr...
In recent joint papers with B. Schweizer, we used the notion of a copula to introduce a family of sy...
Summary: The aim of this paper is to propose a new operational measure for evaluating the degree of ...
AbstractThe dependence structure among each risk factors has been an important topic for researches ...
The paper presents a new copula based method for measuring dependence between random variables. Our ...
A new distance measure is defined for ranking data by using copula functions. This distance evaluate...
<p>The paper presents a new copula based method for measuring dependence between random variables. O...
Clustering of ranking data aims at the identification of groups of subjects with a homogenous, commo...
A new way of choosing a suitable copula to model dependence is introduced. Instead of relying on a g...
The paper presents a new copula based method for measuring dependence between random variables. Our ...
A fundamental problem in statistics is the estimation of dependence between random variables. While ...
The paper is devoted to the multivariate measures of dependence. In contrast to the classical approa...
We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two s...
AbstractA new family of conditional-dependence measures based on Spearman's rho is introduced. The c...
The linear correlation coefficient of Bravais-Pearson is considered a powerful indicator when the de...
AbstractIn this paper, we introduce a new copula-based dependence order to compare the relative degr...
In recent joint papers with B. Schweizer, we used the notion of a copula to introduce a family of sy...
Summary: The aim of this paper is to propose a new operational measure for evaluating the degree of ...
AbstractThe dependence structure among each risk factors has been an important topic for researches ...
The paper presents a new copula based method for measuring dependence between random variables. Our ...
A new distance measure is defined for ranking data by using copula functions. This distance evaluate...
<p>The paper presents a new copula based method for measuring dependence between random variables. O...
Clustering of ranking data aims at the identification of groups of subjects with a homogenous, commo...
A new way of choosing a suitable copula to model dependence is introduced. Instead of relying on a g...
The paper presents a new copula based method for measuring dependence between random variables. Our ...
A fundamental problem in statistics is the estimation of dependence between random variables. While ...
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