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Matrix compatibility and correlation mixture representation of generalized Gini's gamma
18 November 2020
Takaaki Koike
Marius Hofert
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Papers citing
"Matrix compatibility and correlation mixture representation of generalized Gini's gamma"
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Title
Invariant correlation under marginal transforms
Takaaki Koike
Liyuan Lin
Ruodu Wang
29
0
0
19 Jun 2023
Comparison of correlation-based measures of concordance in terms of asymptotic variance
Takaaki Koike
Marius Hofert
41
2
0
24 Jun 2020
1