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Measures of Ordinal Association II
Chapter 10 is the second of two chapters describing connections, equivalencies, and relationships relating to...
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Measures of Ordinal Association I
Chapter 9 is the first of two chapters describing connections, equivalencies, and relationships relating to...
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Measures of Fourfold Association I
Chapter 13 is the first of two chapters describing connections, equivalencies, and relationships relating to...
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Measures of Fourfold Association II
Chapter 14 is the second of two chapters describing connections, equivalencies, and relationships relating to...
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Rank Correlation
This chapter discusses the rank correlation and its extensions. The rank vector is introduced in section 1. This is followed by a discussion of...
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Properties
HACs provide a powerful and systematic approach for capturing complex dependence patterns by decomposing the joint distribution into multiple levels...
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Testing independence of bivariate censored data using random walk on restricted permutation graph
In this paper, we propose a procedure to test the independence of bivariate censored data, which is generic and applicable to any censoring types in...
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Robustness of Principal Component Analysis with Spearman’s Rank Matrix
This paper is concerned with robust principal component analysis (PCA) based on spatial sign and spatial rank vectors. The most common PC approach is...
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Generalized simulated method-of-moments estimators for multivariate copulas
This paper introduces a general semi-parametric method for estimating a vector of parameters in multivariate copula models. The proposed approach...
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Archimedean Copulas
In this chapter, we explore the world of bivariate Archimedean copulas (AC). We start with Sect. 2.1 by reviewing the copula families discussed in...
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Copula Estimation for Nonsynchronous Financial Data
Copula is a powerful tool to model multivariate data. We propose the modelling of intraday returns of multiple financial assets through copula. The...
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Correlation and Association
In this chapter presents exact and Monte Carlo permutation statistical methods for measures of linear correlation and association. Also presented in...
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Correlation Coefficients of Bivariate Normal Distributions
This lecture deals with the relationship between Pearson’s product-moment correlation coefficient and Spearman’s rank correlation coefficient under...
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Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
Joint distribution between two or more variables could be influenced by the outcome of a conditioning variable. In this paper, we propose a flexible...
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On a bivariate copula for modeling negative dependence: application to New York air quality data
In many practical scenarios, including finance, environmental sciences, system reliability, etc., it is often of interest to study the various notion...
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New copula families and mixing properties
We characterize absolutely continuous symmetric copulas with square integrable densities in this paper. This characterization is used to create new...
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Bivariate Chen Distribution Based on Copula Function: Properties and Application of Diabetic Nephropathy
The purpose of this paper is to create a new bivariate model with more efficiency than the traditional models which discuss the effect of serum...
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Dependence Orders
Dependence among random variables is one of the most widely studied topics in the literature with lots of applications in diverse areas. Pearson’s...
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Bias in Rank Correlation Under Mixture Models
This study investigates the behavior of two prominent measures of rank correlation—Kendall’s tau and Spearman’s rho—under mixture models,...
