Local Gaussian correlation: a new measure of dependence
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Cites work
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- Recognizing and visualizing copulas: an approach using local Gaussian approximation
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
- Remarks on a Multivariate Transformation
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- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
Cited in
(35)- Local Gaussian Autocorrelation and Tests for Serial Independence
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- Local dependence functions for the elliptically symmetric distributions
- Some notes on nonlinear cointegration: a partial review with some novel perspectives
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
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- Filtering with state space localized Kalman gain
- Local dependence test between random vectors based on the robust conditional Spearman's and Kendall's
- Nonlinear Spectral Analysis: A Local Gaussian Approach
- Inference on the tail process with application to financial time series modeling
- Adapted Chatterjee correlation coefficient
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation
- Three non-Gaussian models of dependence in returns
- The Locally Gaussian Partial Correlation
- Estimating and Testing Nonlinear Local Dependence Between Two Time Series
- Recognizing and visualizing copulas: an approach using local Gaussian approximation
- Local linear correlation for measuring local association
- Heritability curves: a local measure of heritability in family models
- A note on the equivalence between the conditional uncorrelation and the independence of random variables
- Nonparametric estimation of time varying correlation coefficient
- Log-correlation for shifted Dirichlet L-functions and Dedekind zeta functions of quadratic fields
- Some properties of local Gaussian correlation and other nonlinear dependence measures
- Statistical modeling using local Gaussian approximation
- Local correlation dimension of multidimensional stochastic process
- Statistical dependence: beyond Pearson's
- Local Gaussian correlations in financial and commodity markets
- Validation of association
- Pairwise local Fisher and naive Bayes: improving two standard discriminants
- Conditional density estimation using the local Gaussian correlation
- The locally Gaussian density estimator for multivariate data
- Dependence modeling in general insurance using local Gaussian correlations and hidden Markov models
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- Conditional correlation via generalized random forests with application to hedge funds
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- Different coefficients for studying dependence
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