Multivariate extensions of Spearman's rho and related statistics

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Cite
Schmid, Friedrich, and Rafael Schmidt. “Multivariate Extensions of Spearman’s Rho and Related Statistics”. Statistics &Amp; Probability Letters, vol. 77, no. 4, 2007, pp. 407-16, https://doi.org/10.1016/j.spl.2006.08.007.
Schmid, F., & Schmidt, R. (2007). Multivariate extensions of Spearman’s rho and related statistics. Statistics &Amp; Probability Letters, 77(4), 407-416. https://doi.org/10.1016/j.spl.2006.08.007
Schmid, Friedrich, and Rafael Schmidt. “Multivariate Extensions of Spearman’s Rho and Related Statistics”. Statistics &Amp; Probability Letters 77, no. 4 (2007): 407-16. https://doi.org/10.1016/j.spl.2006.08.007.
Schmid F, Schmidt R. Multivariate extensions of Spearman’s rho and related statistics. Statistics & Probability Letters. 2007;77(4):407-16.
Refrences
Title Journal Journal Categories Citations Publication Date
Semiparametric estimation in copula models Canadian Journal of Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
169 2005
A new class of bivariate copulas Statistics & Probability Letters
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
101 2004
Tests of independence and randomness based on the empirical copula process TEST
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
2004
Weak convergence of empirical copula processes Bernoulli
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
236 2004
Asymptotic Normality of Multivariate Linear Rank Statistics in the Non-I.I.D. Case The Annals of Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
19 1978
Citations
Title Journal Journal Categories Citations Publication Date
Quantifying directed dependence via dimension reduction Journal of Multivariate Analysis
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Science: Mathematics
3 2024
Empirical likelihood based confidence regions for functional of copulas Journal of Nonparametric Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
2024
Local Dependence Test Between Random Vectors Based on the Robust Conditional Spearman’s ρ and Kendall’s τ Acta Mathematicae Applicatae Sinica, English Series
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
1 2023
Nonparametric estimation of the multivariate Spearman's footrule: A further discussion Fuzzy Sets and Systems
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
4 2023
Tie-Break Bootstrap for Nonparametric Rank Statistics Journal of Business & Economic Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2023
Citations Analysis
Category Category Repetition
Science: Mathematics51
Science: Mathematics: Probabilities. Mathematical statistics50
Science: Mathematics: Instruments and machines: Electronic computers. Computer science13
Social Sciences: Finance10
Social Sciences: Economic theory. Demography: Economics as a science9
Social Sciences: Commerce: Business9
Technology: Engineering (General). Civil engineering (General)8
Social Sciences: Commerce: Business: Accounting. Bookkeeping8
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods7
Technology: Environmental technology. Sanitary engineering6
Social Sciences: Statistics6
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics5
Technology: Mechanical engineering and machinery4
Science: Geology3
Geography. Anthropology. Recreation: Environmental sciences3
Science: Biology (General): Ecology3
Science: Science (General): Cybernetics: Information theory3
Technology: Manufactures: Production management. Operations management3
Philosophy. Psychology. Religion: Psychology3
Technology: Mechanical engineering and machinery: Renewable energy sources2
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks2
Technology: Hydraulic engineering: River, lake, and water-supply engineering (General)2
Social Sciences: Industries. Land use. Labor: Special industries and trades: Energy industries. Energy policy. Fuel trade2
Medicine: Internal medicine: Neurosciences. Biological psychiatry. Neuropsychiatry: Neurology. Diseases of the nervous system: Psychiatry2
Science: Physics: Nuclear and particle physics. Atomic energy. Radioactivity1
Science: Physics: Atomic physics. Constitution and properties of matter1
Science: Physics1
Geography. Anthropology. Recreation: Geography (General)1
Technology: Photography1
Technology: Technology (General): Industrial engineering. Management engineering: Information technology1
Social Sciences: Industries. Land use. Labor: Management. Industrial management1
Technology: Electrical engineering. Electronics. Nuclear engineering1
Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication1
Technology: Chemical technology: Chemical engineering1
Technology: Building construction: Architectural engineering. Structural engineering of buildings1
Fine Arts: Architecture1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware1
The category Science: Mathematics 51 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Modeling Dependencies in Finance Using Copulae and was published in 2008. The most recent citation comes from a 2024 study titled Empirical likelihood based confidence regions for functional of copulas. This article reached its peak citation in 2021, with 12 citations. It has been cited in 57 different journals, 7% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 9 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year