Dependence measuring from conditional variances

DOI10.1515/DEMO-2015-0007MaRDI QIDQ906340zbMATH OpenOpenAlexFDO

Authors Noppadon Kamnitui, Tippawan Santiwipanont, S. Sumetkijakan

Publication date 21 January 2016

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

Full work available at URL https://doi.org/10.1515/demo-2015-0007

zbMATH Keywords

copulasmeasures of dependenceshuffles of Minmutual complete dependenceconditional variances

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probabilistic measure theory (60A10)

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• Dependence measuring from conditional variances
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Cited in

(18)

• Dependence measuring from conditional variances
• On quantifying dependence: a framework for developing interpretable measures
• Some Obreshkov measures of dependence and their use
• A measure of mutual complete dependence
• Non-atomic bivariate copulas and implicitly dependent random variables
• Measures of Dependence for Infinite Variance Distributions
• Measure of complete dependence of random vectors
• A measure of general functional dependence between two continuous variables
• A measure of multivariate mutual complete dependence
• Weighted allocations, their concomitant-based estimators, and asymptotics
• Markov product invariance in classes of bivariate copulas characterized by univariate functions
• A measure of mutual complete dependence in discrete variables through subcopula
• Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions
• On the copula correlation ratio and its generalization
• Algorithmic Learning Theory
• The curvature induced by covariance
• A simple measure of conditional dependence
• Measurable dependence of conditional measures on a parameter

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