Koike, Takaaki; Hofert, Marius Comparison of correlation-based measures of concordance in terms of asymptotic variance. (English) Zbl 07823262 J. Multivariate Anal. 201, Article ID 105265, 20 p. (2024). MSC: 62H20 62H12 PDFBibTeX XMLCite \textit{T. Koike} and \textit{M. Hofert}, J. Multivariate Anal. 201, Article ID 105265, 20 p. (2024; Zbl 07823262) Full Text: DOI arXiv
Zachariah, Swaroop Georgy; Arshad, Mohd.; Pathak, Ashok Kumar A new class of copulas having dependence range larger than FGM-type copulas. (English) Zbl 07803685 Stat. Probab. Lett. 206, Article ID 109988, 9 p. (2024). MSC: 62H05 62H20 62H10 PDFBibTeX XMLCite \textit{S. G. Zachariah} et al., Stat. Probab. Lett. 206, Article ID 109988, 9 p. (2024; Zbl 07803685) Full Text: DOI arXiv
Chen, Xiaolan; Yan, Linlin; Liu, Dong; He, Yong Large portfolio allocation under elliptical distribution with a latent factor structure. (Chinese. English summary) Zbl 07802094 Acta Math. Appl. Sin. 46, No. 6, 922-937 (2023). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{X. Chen} et al., Acta Math. Appl. Sin. 46, No. 6, 922--937 (2023; Zbl 07802094) Full Text: Link
Derumigny, Alexis; Fermanian, Jean-David; Min, Aleksey Testing for equality between conditional copulas given discretized conditioning events. (English. French summary) Zbl 07792225 Can. J. Stat. 51, No. 4, 1084-1110 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Derumigny} et al., Can. J. Stat. 51, No. 4, 1084--1110 (2023; Zbl 07792225) Full Text: DOI arXiv OA License
Perreault, Samuel; Nešlehová, Johanna G.; Duchesne, Thierry Hypothesis tests for structured rank correlation matrices. (English) Zbl 07784953 J. Am. Stat. Assoc. 118, No. 544, 2889-2900 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Perreault} et al., J. Am. Stat. Assoc. 118, No. 544, 2889--2900 (2023; Zbl 07784953) Full Text: DOI arXiv
Qu, Yang; Cheng, Yu Volume under the ROC surface for high-dimensional independent screening with ordinal competing risk outcomes. (English) Zbl 07769322 Lifetime Data Anal. 29, No. 4, 735-751 (2023). MSC: 62Nxx 62P10 PDFBibTeX XMLCite \textit{Y. Qu} and \textit{Y. Cheng}, Lifetime Data Anal. 29, No. 4, 735--751 (2023; Zbl 07769322) Full Text: DOI
Fan, Yanqin; Han, Fang; Park, Hyeonseok Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model. (English) Zbl 07767707 J. Econom. 237, No. 1, Article ID 105513, 28 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Fan} et al., J. Econom. 237, No. 1, Article ID 105513, 28 p. (2023; Zbl 07767707) Full Text: DOI
Lun, David; Fischer, Svenja; Viglione, Alberto; Blöschl, Günter Significance testing of rank cross-correlations between autocorrelated time series with short-range dependence. (English) Zbl 07761991 J. Appl. Stat. 50, No. 14, 2934-2950 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Lun} et al., J. Appl. Stat. 50, No. 14, 2934--2950 (2023; Zbl 07761991) Full Text: DOI
Zhang, Shen; Ye, Keying; Wang, Min A simple consistent Bayes factor for testing the Kendall rank correlation coefficient. (English) Zbl 07739585 J. Stat. Comput. Simulation 93, No. 6, 888-903 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Zhang} et al., J. Stat. Comput. Simulation 93, No. 6, 888--903 (2023; Zbl 07739585) Full Text: DOI arXiv
Cho, Seonghun; Yu, Donghyeon; Lim, Johan Testing independence of bivariate censored data using random walk on restricted permutation graph. (English) Zbl 07716679 J. Korean Stat. Soc. 52, No. 2, 395-419 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Cho} et al., J. Korean Stat. Soc. 52, No. 2, 395--419 (2023; Zbl 07716679) Full Text: DOI arXiv
Chakrabarti, Arnab; Sen, Rituparna Copula estimation for nonsynchronous financial data. (English) Zbl 07705111 Sankhyā, Ser. B 85, No. 1, Suppl., S116-S149 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Chakrabarti} and \textit{R. Sen}, Sankhyā, Ser. B 85, No. 1, S116--S149 (2023; Zbl 07705111) Full Text: DOI arXiv
Solea, Eftychia; Al Hajj, Rayan High-dimensional rank-based graphical models for non-Gaussian functional data. (English) Zbl 07687632 Statistics 57, No. 2, 388-422 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{E. Solea} and \textit{R. Al Hajj}, Statistics 57, No. 2, 388--422 (2023; Zbl 07687632) Full Text: DOI
Qian, Jing; Betensky, Rebecca A. Nonparametric bounds for the survivor function under general dependent truncation. (English) Zbl 07677039 Scand. J. Stat. 50, No. 1, 327-357 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Qian} and \textit{R. A. Betensky}, Scand. J. Stat. 50, No. 1, 327--357 (2023; Zbl 07677039) Full Text: DOI
Das, Sthitadhi; Halder, Soutik; Maiti, Saran Ishika An extended approach to test of independence between error and covariates under nonparametric regression model. (English) Zbl 07647982 Thail. Stat. 21, No. 1, 19-36 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Das} et al., Thail. Stat. 21, No. 1, 19--36 (2023; Zbl 07647982) Full Text: Link
Hunsberger, Sally; Long, Lori; Reese, Sarah E.; Hong, Gloria H.; Myles, Ian A.; Zerbe, Christa S.; Chetchotisakd, Pleonchan; Shih, Joanna H. Rank correlation inferences for clustered data with small sample size. (English) Zbl 07778525 Stat. Neerl. 76, No. 3, 309-330 (2022). MSC: 62Hxx 62Pxx 62-XX PDFBibTeX XMLCite \textit{S. Hunsberger} et al., Stat. Neerl. 76, No. 3, 309--330 (2022; Zbl 07778525) Full Text: DOI
Heinen, Andréas; Valdesogo, Alfonso The Kendall and Spearman rank correlations of the bivariate skew normal distribution. (English) Zbl 07674523 Scand. J. Stat. 49, No. 4, 1669-1698 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Heinen} and \textit{A. Valdesogo}, Scand. J. Stat. 49, No. 4, 1669--1698 (2022; Zbl 07674523) Full Text: DOI
van den Heuvel, Edwin; Zhan, Zhuozhao Myths about linear and monotonic associations: Pearson’s \(r\), Spearman’s \(\rho \), and Kendall’s \(\tau\). (English) Zbl 07619656 Am. Stat. 76, No. 1, 44-52 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{E. van den Heuvel} and \textit{Z. Zhan}, Am. Stat. 76, No. 1, 44--52 (2022; Zbl 07619656) Full Text: DOI
Zhong, Rou; Liu, Shishi; Li, Haocheng; Zhang, Jingxiao Functional principal component analysis estimator for non-Gaussian data. (English) Zbl 07572886 J. Stat. Comput. Simulation 92, No. 13, 2788-2801 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Zhong} et al., J. Stat. Comput. Simulation 92, No. 13, 2788--2801 (2022; Zbl 07572886) Full Text: DOI arXiv
Samanthi, Ranadeera Gamage Madhuka; Sepanski, Jungsywan On bivariate Kumaraswamy-distorted copulas. (English) Zbl 07535547 Commun. Stat., Theory Methods 51, No. 8, 2477-2495 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{R. G. M. Samanthi} and \textit{J. Sepanski}, Commun. Stat., Theory Methods 51, No. 8, 2477--2495 (2022; Zbl 07535547) Full Text: DOI
Camper, Trevor R.; Carden, Stephen W.; Land, Russell C. Bias in rank correlation under mixture models. (English) Zbl 07524149 J. Stat. Theory Pract. 16, No. 2, Paper No. 24, 16 p. (2022). MSC: 62Hxx 62Gxx 60Exx PDFBibTeX XMLCite \textit{T. R. Camper} et al., J. Stat. Theory Pract. 16, No. 2, Paper No. 24, 16 p. (2022; Zbl 07524149) Full Text: DOI
Yoon, Grace; Müller, Christian L.; Gaynanova, Irina Fast computation of latent correlations. (English) Zbl 07499950 J. Comput. Graph. Stat. 30, No. 4, 1249-1256 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Yoon} et al., J. Comput. Graph. Stat. 30, No. 4, 1249--1256 (2021; Zbl 07499950) Full Text: DOI arXiv
de Raadt, Alexandra; Warrens, Matthijs J.; Bosker, Roel J.; Kiers, Henk A. L. A comparison of reliability coefficients for ordinal rating scales. (English) Zbl 07473948 J. Classif. 38, No. 3, 519-543 (2021). MSC: 62H30 PDFBibTeX XMLCite \textit{A. de Raadt} et al., J. Classif. 38, No. 3, 519--543 (2021; Zbl 07473948) Full Text: DOI Link
Shih, Jia-Han; Lee, Wei; Sun, Li-Hsien; Emura, Takeshi Fitting competing risks data to bivariate Pareto models. (English) Zbl 07530878 Commun. Stat., Theory Methods 48, No. 5, 1193-1220 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{J.-H. Shih} et al., Commun. Stat., Theory Methods 48, No. 5, 1193--1220 (2019; Zbl 07530878) Full Text: DOI
Samanthi, Ranadeera G. M.; Sepanski, Jungsywan A bivariate extension of the beta generated distribution derived from copulas. (English) Zbl 07530868 Commun. Stat., Theory Methods 48, No. 5, 1043-1059 (2019). MSC: 60E05 PDFBibTeX XMLCite \textit{R. G. M. Samanthi} and \textit{J. Sepanski}, Commun. Stat., Theory Methods 48, No. 5, 1043--1059 (2019; Zbl 07530868) Full Text: DOI
Wysocki, Włodzimierz Sampling from Archimedean \(n\)-copulas. (English) Zbl 07529881 Commun. Stat., Theory Methods 48, No. 23, 5682-5700 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Wysocki}, Commun. Stat., Theory Methods 48, No. 23, 5682--5700 (2019; Zbl 07529881) Full Text: DOI
van Doorn, Johnny; Ly, Alexander; Marsman, Maarten; Wagenmakers, Eric-Jan Bayesian inference for Kendall’s rank correlation coefficient. (English) Zbl 07663953 Am. Stat. 72, No. 4, 303-308 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{J. van Doorn} et al., Am. Stat. 72, No. 4, 303--308 (2018; Zbl 07663953) Full Text: DOI
Bai, Xuchao; Shi, Yimin; Liu, Yiming; Liu, Bin Statistical analysis of dependent competing risks model in constant stress accelerated life testing with progressive censoring based on copula function. (English) Zbl 07660158 Stat. Theory Relat. Fields 2, No. 1, 48-57 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Bai} et al., Stat. Theory Relat. Fields 2, No. 1, 48--57 (2018; Zbl 07660158) Full Text: DOI
Han, Fang; Chen, Shizhe; Liu, Han Distribution-free tests of independence in high dimensions. (English) Zbl 07072330 Biometrika 104, No. 4, 813-828 (2017). MSC: 62P10 PDFBibTeX XMLCite \textit{F. Han} et al., Biometrika 104, No. 4, 813--828 (2017; Zbl 07072330) Full Text: DOI arXiv
Emura, Takeshi; Wang, Weijing; Hung, Hui-Nien Semi-parametric inference for copula models for truncated data. (English) Zbl 05849522 Stat. Sin. 21, No. 1, 349-367 (2011). MSC: 62-XX PDFBibTeX XMLCite \textit{T. Emura} et al., Stat. Sin. 21, No. 1, 349--367 (2011; Zbl 05849522) Full Text: Link