qad (Q54196)
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Quantification of Asymmetric Dependence
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | qad |
Quantification of Asymmetric Dependence |
Statements
1 October 2025
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Robert R. Junker
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Valentin Petzel
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A copula-based measure for quantifying asymmetry in dependence and associations. Documentation and theory about 'qad' is provided by the paper by Junker, Griessenberger & Trutschnig (2021, <doi:10.1016/j.csda.2020.107058>), and the paper by Trutschnig (2011, <doi:10.1016/j.jmaa.2011.06.013>).
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Identifiers
23 December 2022
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