Multivariate versions of Blomqvist’s beta and Spearman’s footrule
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02915438
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Koen Decancq, 2020.
"Measuring cumulative deprivation and affluence based on the diagonal dependence diagram,"
METRON, Springer;Sapienza Università di Roma, vol. 78(2), pages 103-117, August.
- Koen Decancq, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," Working Papers 2004, Herman Deleeck Centre for Social Policy, University of Antwerp.
- Koen Decancq, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," Working Papers of Department of Economics, Leuven 652198, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Decancq, Koen, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," LIDAM Reprints CORE 3119, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Sebastian Fuchs & Yann McCord & Klaus D. Schmidt, 2018. "Characterizations of Copulas Attaining the Bounds of Multivariate Kendall’s Tau," Journal of Optimization Theory and Applications, Springer, vol. 178(2), pages 424-438, August.
- Mesfioui, Mhamed & Quessy, Jean-François, 2010. "Concordance measures for multivariate non-continuous random vectors," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2398-2410, November.
- Koen Decancq, 2023.
"Cumulative deprivation: identification and aggregation,"
Chapters, in: Udaya R. Wagle (ed.), Research Handbook on Poverty and Inequality, chapter 4, pages 52-67,
Edward Elgar Publishing.
- Koen Decancq, 2022. "Cumulative deprivation: identification and aggregation," Working Papers 604, ECINEQ, Society for the Study of Economic Inequality.
- Gijbels, Irène & Kika, Vojtěch & Omelka, Marek, 2021. "On the specification of multivariate association measures and their behaviour with increasing dimension," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
- Lee, Woojoo & Ahn, Jae Youn, 2014. "On the multidimensional extension of countermonotonicity and its applications," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 68-79.
- Gaißer, Sandra & Ruppert, Martin & Schmid, Friedrich, 2010. "A multivariate version of Hoeffding's Phi-Square," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2571-2586, November.
- Liebscher Eckhard, 2014. "Copula-based dependence measures," Dependence Modeling, De Gruyter, vol. 2(1), pages 1-16, October.
- Damjana Kokol Bukovv{s}ek & Tomav{z} Kov{s}ir & Blav{z} Mojv{s}kerc & Matjav{z} Omladiv{c}, 2020. "Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta," Papers 2009.06221, arXiv.org, revised Jan 2021.
- Ferreira Helena & Ferreira Marta, 2020. "Multivariate medial correlation with applications," Dependence Modeling, De Gruyter, vol. 8(1), pages 361-372, January.
- Fuchs, Sebastian & Di Lascio, F. Marta L. & Durante, Fabrizio, 2021. "Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
- Angshuman Roy & Anil K. Ghosh & Alok Goswami & C. A. Murthy, 2022. "Some New Copula Based Distribution-free Tests of Independence among Several Random Variables," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 556-596, August.
- Fuchs Sebastian & McCord Yann, 2019. "On the lower bound of Spearman’s footrule," Dependence Modeling, De Gruyter, vol. 7(1), pages 126-132, January.
- Ferreira Helena & Ferreira Marta, 2020. "Multivariate medial correlation with applications," Dependence Modeling, De Gruyter, vol. 8(1), pages 361-372, January.
- Jae Youn Ahn & Sebastian Fuchs, 2020. "On Minimal Copulas under the Concordance Order," Journal of Optimization Theory and Applications, Springer, vol. 184(3), pages 762-780, March.
- Martynas Manstavičius, 2022. "Diversity of Bivariate Concordance Measures," Mathematics, MDPI, vol. 10(7), pages 1-18, March.
More about this item
Keywords
Blomqvist’s beta; copula; measures of multivariate association; Spearman’s footrule;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:57:y:2005:i:4:p:781-788. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.