Dependence measuring from conditional variances
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Publication:906340
DOI10.1515/demo-2015-0007zbMath1354.60007OpenAlexW1199872227MaRDI QIDQ906340
Tippawan Santiwipanont, Noppadon Kamnitui, Songkiat Sumetkijakan
Publication date: 21 January 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2015-0007
Measures of association (correlation, canonical correlation, etc.) (62H20) Probabilistic measure theory (60A10)
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Non-atomic bivariate copulas and implicitly dependent random variables, Dependence measuring from conditional variances, On the copula correlation ratio and its generalization, Markov product invariance in classes of bivariate copulas characterized by univariate functions, Weighted allocations, their concomitant-based estimators, and asymptotics
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