research
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06/19/2023
Invariant correlation under marginal transforms
The Pearson correlation coefficient is generally not invariant under com...
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04/25/2022
Joint mixability and negative orthant dependence
A joint mix is a random vector with a constant component-wise sum. It is...
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01/28/2021
A new class of tail dependence measures and their maximization
A new class of measures of bivariate tail dependence is proposed, which ...
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11/18/2020
Matrix compatibility and correlation mixture representation of generalized Gini's gamma
Representations of measures of concordance in terms of Pearson's correla...
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06/24/2020
Estimation and Comparison of Correlation-based Measures of Concordance
We address the problem of estimating and comparing transformed rank corr...
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10/16/2018