On measuring the dependence of uncorrelated random variables (Q1917610)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On measuring the dependence of uncorrelated random variables |
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On measuring the dependence of uncorrelated random variables (English)
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7 July 1996
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This paper shows how monotone dependence functions of quantile type can be used in determining the strength of dependence of uncorrelated random variables. Mixtures of random vectors having independent components are discussed in more detail.
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correlation
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dependence
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