Beyond The Pearson Correlation: Heavy-Tailed Risks, Weighted Gini Correlations, And A Gini-Type Weighted Insurance Pricing Model
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- Vanderford Courtney & Sang Yongli & Dang Xin, 2020. "Two symmetric and computationally efficient Gini correlations," Dependence Modeling, De Gruyter, vol. 8(1), pages 373-395, January.
- Marek Vochozka & Svatopluk Janek & Zuzana Rowland, 2023. "Coffee as an Identifier of Inflation in Selected US Agglomerations," Forecasting, MDPI, vol. 5(1), pages 1-17, January.
- Charpentier, Arthur & Mussard, Stéphane & Ouraga, Téa, 2021.
"Principal component analysis: A generalized Gini approach,"
European Journal of Operational Research, Elsevier, vol. 294(1), pages 236-249.
- Arthur Charpentier & Stéphane Mussard & Tea Ouraga, 2019. "Principal Component Analysis: A Generalized Gini Approach," Working Papers hal-02327521, HAL.
- Charpentier & Arthur & Mussard & Stephane & Tea Ouraga, 2019. "Principal Component Analysis: A Generalized Gini Approach," Papers 1910.10133, arXiv.org.
- Arthur Charpentier & Stéphane Mussard & Tea Ouraga, 2019. "Principal Component Analysis : A Generalized Gini Approach," Working Papers hal-02340386, HAL.
- Charles Condevaux & Stéphane Mussard & Téa Ouraga & Guillaume Zambrano, 2020. "Generalized Gini linear and quadratic discriminant analyses," METRON, Springer;Sapienza Università di Roma, vol. 78(2), pages 219-236, August.
- Thang Cong Nguyen & Tan Ngoc Vu & Duc Hong Vo & Michael McAleer, 2020. "Systematic Risk at the Industry Level: A Case Study of Australia," Risks, MDPI, vol. 8(2), pages 1-12, April.
- Ren Jiandong & Zitikis Ricardas, 2017. "CMPH: a multivariate phase-type aggregate loss distribution," Dependence Modeling, De Gruyter, vol. 5(1), pages 304-315, December.
- Xiaowei Wei & Hongbo Zhang & Xinghui Gong & Xingchen Wei & Chiheng Dang & Tong Zhi, 2020. "Intrinsic Cross-Correlation Analysis of Hydro-Meteorological Data in the Loess Plateau, China," IJERPH, MDPI, vol. 17(7), pages 1-16, April.
- Sudheesh K. Kattumannil & N. Sreelakshmi & N. Balakrishnan, 2022. "Non-Parametric Inference for Gini Covariance and its Variants," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 790-807, August.
- Nadezhda Gribkova & Ričardas Zitikis, 2019. "Weighted allocations, their concomitant-based estimators, and asymptotics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 811-835, August.
- Vanderford Courtney & Sang Yongli & Dang Xin, 2020. "Two symmetric and computationally efficient Gini correlations," Dependence Modeling, De Gruyter, vol. 8(1), pages 373-395, January.
- Majid Asadi & Somayeh Zarezadeh, 2020. "A unified approach to constructing correlation coefficients between random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(6), pages 657-676, August.
- Francesca Greselin & Ričardas Zitikis, 2018. "From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective," Econometrics, MDPI, vol. 6(1), pages 1-20, January.
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