Pages that link to "Item:Q1952189"
From MaRDI portal
The following pages link to Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189):
Displayed 4 items.
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Max-linear regression models with regularization (Q2658805) (← links)
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond (Q4648569) (← links)