Pages that link to "Item:Q2513445"

The following pages link to Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445):

Displaying 9 items.

• Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
• The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
• Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Model selection of copulas: AIC versus a cross validation copula information criterion (Q2251716) (← links)
• Pairwise local Fisher and naive Bayes: improving two standard discriminants (Q2305993) (← links)
• Local Gaussian Autocorrelation and Tests for Serial Independence (Q2954303) (← links)
• Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures (Q2968472) (← links)