Dependence of random variables based on copula theory
From MaRDI portal
Recommendations
Cited in
(18)- Copula-based dependence measures
- Copula-based measurement of interdependence for discrete distributions
- On the length of copula level curves
- Dependence measures for perturbations of copulas
- Extraction dependence structure of distorted copulas via a measure of dependence
- Copula theory and probabilistic sensitivity analysis: is there a connection?
- On the copula correlation ratio and its generalization
- Estimation of the maximum correlation coefficient using Bernstein copula
- Some Obreshkov measures of dependence and their use
- The partial copula: properties and associated dependence measures
- The effect of dependence on distribution of the functions of random variables
- Dependence patterns of random variables: geometric properties of copulas
- A subcopula based dependence measure.
- scientific article; zbMATH DE number 7642014 (Why is no real title available?)
- Coskewness under dependence uncertainty
- Shuffles of copulas and a new measure of dependence
- Dependence measuring from conditional variances
- Dependence in probability and statistics
This page was built for publication: Dependence of random variables based on copula theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4926284)