A unified approach to constructing correlation coefficients between random variables

DOI10.1007/S00184-019-00759-WzbMath1444.62063arXiv1809.11076OpenAlexW2996919895WikidataQ126422920 ScholiaQ126422920MaRDI QIDQ2189757

Somayeh Zarezadeh, Majid Asadi

Publication date: 16 June 2020

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.11076

zbMATH Keywords

Fréchet boundsassociationcorrelation coefficientQ-transformationbivariate copula

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (2)

Cumulative residual entropy applied to testing uniformity ⋮ Elaboration Models with Symmetric Information Divergence

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Geometric interpretation of the residual dependence coefficient
• Measuring association and dependence between random vectors
• Stochastic orders
• On the proper bounds of the Gini correlation
• On the covariance between functions
• A new measure of association between random variables
• The Gini methodology. A primer on a statistical methodology.
• Canonical correlation analysis based on information theory
• Gini's mean difference: a superior measure of variability for non-normal distributions
• On the dynamic cumulative residual entropy
• Generalized cumulative residual entropy and record values
• A new family of power transformations to improve normality or symmetry
• Kurtosis and spread
• Cumulative Residual Entropy: A New Measure of Information
• Some bivariate uniform distributions
• On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
• Plots and tests for symmetry
• Concordance and Gini's measure of association
• Monotone Log-Odds Rate Distributions in Reliability Analysis
• BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL
• Connections of Gini, Fisher, and Shannon by Bayes risk under proportional hazards
• A Measure Of Association Based On Gin's Mean Difference
• On a multivariate generalization of the covariance

This page was built for publication: A unified approach to constructing correlation coefficients between random variables