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On attainability of Kendall's tau matrices and concordance signatures
v1v2v3 (latest)

On attainability of Kendall's tau matrices and concordance signatures

17 September 2020
A. McNeil
J. Nešlehová
Andrew D. Smith
ArXiv (abs)PDFHTML

Papers citing "On attainability of Kendall's tau matrices and concordance signatures"

5 / 5 papers shown
Title
Modeling coskewness with zero correlation and correlation with zero
  coskewness
Modeling coskewness with zero correlation and correlation with zero coskewness
C. Bernard
Jinghui Chen
S. Vanduffel
88
0
0
17 Dec 2024
Sub-uniformity of harmonic mean p-values
Sub-uniformity of harmonic mean p-values
Yuyu Chen
Ruodu Wang
Yuming Wang
Wenhao Zhu
79
2
0
02 May 2024
Symmetric Bernoulli distributions and minimal dependence copulas
Symmetric Bernoulli distributions and minimal dependence copulas
Alessandro Mutti
Emmanuel de Bezenac
24
0
0
29 Sep 2023
Invariant correlation under marginal transforms
Invariant correlation under marginal transforms
Takaaki Koike
Liyuan Lin
Ruodu Wang
27
0
0
19 Jun 2023
Matrix compatibility and correlation mixture representation of
  generalized Gini's gamma
Matrix compatibility and correlation mixture representation of generalized Gini's gamma
Takaaki Koike
Marius Hofert
54
4
0
18 Nov 2020
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