105 citations · 195 across the 13 of their papers we have counts for
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stat.ME2011★ 6 cited
Measuring Association between Random Vectors
Oliver Grothe, Friedrich Schmid, Julius Schnieders +1
This paper suggests five measures of association between two random vectors X = (X_1, ..., X_p) and Y = (Y_1, ..., Y_q). They are copula based and therefore invariant with respect…
stat.ME2011
Large-sample tests of extreme-value dependence for multivariate copulas
Ivan Kojadinovic, Johan Segers, Jun Yan
Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are studied. The two key…