Measure of complete dependence of random vectors

DOI10.1016/J.JMAA.2016.05.051MaRDI QIDQ298150zbMATH OpenOpenAlexFDO

Authors Therdsak Boonmee, Santi Tasena

Publication date 20 June 2016

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2016.05.051

zbMATH Keywords

copulacomplete dependencefunctional dependencelinkage

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A copula-based non-parametric measure of regression dependence
• A measure of mutual complete dependence
• Almost opposite regression dependence in bivariate distributions
• Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
• Measures of the functional dependence of random vectors
• On a strong metric on the space of copulas and its induced dependence measure

Cited in

(11)

• Dependence measuring from conditional variances
• A short note on the dependence structure of random vectors
• On a multivariate copula-based dependence measure and its estimation
• A measure of mutual complete dependence
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• A measure of multivariate mutual complete dependence
• scientific article; zbMATH DE number 4194806 (Why is no real title available?)
• Measures of the functional dependence of random vectors
• A measure of mutual complete dependence in discrete variables through subcopula
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Describes a project that uses

Uses Software

• Linkages

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