Correlation and Complete Dependence of Random Variables

Cited in

(42)

Construction of multivariate distributions with given marginals
Rearrangement algorithm and maximum entropy
On probabilistic aspects of Chebyshev polynomials
Extremal dependence concepts
On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
On convergence of associative copulas and related results
On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
On positivity of orthogonal series and its applications in probability
On a multivariate copula-based dependence measure and its estimation
A measure of mutual complete dependence
Worst VaR scenarios
Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
On Markov processes with polynomial conditional moments
Descriptive Parameters of Location, Dispersion and Stochastic Dependence
A note on measuring the degree of dependence between two discrete random variables measured on a nominal scale
Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
On the approximation of copulas via shuffles of Min
Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
A copula-based non-parametric measure of regression dependence
On the families of polynomials forming a part of the Askey–Wilson scheme and their probabilistic applications
Importance of components for a system
Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals
A note on the compatibility of bivariate copulas
The Hellinger Correlation
On local moments
A multivariate version of Hoeffding's phi-square
The Berkelmans–Pries dependency function: A generic measure of dependence between random variables
Quantifying directed dependence via dimension reduction
Hierarchical variable clustering based on the predictive strength between random vectors
Parametric dependence between random vectors via copula-based divergence measures
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths
Shuffles of copulas and a new measure of dependence
Detect complete dependence via trace correlation in the presence of matrix-valued random objects
Approximation by mutually completely dependent processes
On quantile based co-risk measures and their estimation
On a strong metric on the space of copulas and its induced dependence measure
Extremes of nonexchangeability
Almost opposite regression dependence in bivariate distributions
A measure of mutual complete dependence in discrete variables through subcopula
Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
Dependence measuring from conditional variances

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