Dependence measure: a comparative study

MaRDI QIDQ4574322zbMATH OpenFDO

Authors Hangjin Jiang, Yan Shan, Qiongli Wu

Publication date 18 July 2018

zbMATH Keywords

dependence measurenon-linearity measurement

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical methods; economic indices and measures (91B82)

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Cited in

(8)

• On quantifying dependence: a framework for developing interpretable measures
• Copula index for detecting dependence and monotonicity between stochastic signals
• An empirical study of the maximal and total information coefficients and leading measures of dependence
• Measures of Dependence and Tests of Independence
• scientific article; zbMATH DE number 4040934 (Why is no real title available?)
• Robust dependence measure for detecting associations in large data set
• A novel approach of dependence measure for complex signals
• On a comparative study between dependence scales determined by linear and non-linear measures

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