On nonparametric measures of dependence for random variables
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(only showing first 100 items - show all)- Linear B-spline copulas with applications to nonparametric estimation of copulas
- On measures of association as measures of positive dependence
- On the proper bounds of the Gini correlation
- A new coefficient of correlation
- Two-dimensional Bernstein polynomial density estimators
- Copula-based dependence measures
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- Improved rank-based dependence measures for categorical data.
- On the rate of convergence to asymptotic independence between order statistics.
- Measures of multivariate dependence based on a distance between Fisher information matrices
- Copula-based measurement of interdependence for discrete distributions
- Robust dependence measure for detecting associations in large data set
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
- On the length of copula level curves
- Inventory pooling with environmental constraints using copulas
- Extraction dependence structure of distorted copulas via a measure of dependence
- On the centennial anniversary of Gini's theory of statistical relations
- Four simple axioms of dependence measures
- Copula theory and probabilistic sensitivity analysis: is there a connection?
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption
- Component importance based on dependence measures
- Positive dependence orderings
- Some novel models of distributions over the unit square
- Multiple square tray distributions.
- Measures of radial asymmetry for bivariate random vectors
- A new dependence measure for importance analysis: application to an environmental model
- A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models
- A framework for measuring association of random vectors via collapsed random variables
- New measure of the bivariate asymmetry
- A mixture of regular vines for multiple dependencies
- A copula transformation in multivariate mixed discrete-continuous models
- A tribute to Abe Sklar
- Some new copula based distribution-free tests of independence among several random variables
- On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient
- Bias in rank correlation under mixture models
- Joint dependence distribution of data set using optimizing Tsallis copula entropy
- Mutual association measures
- Cooperativity, absolute interaction, and algebraic optimization
- Equitability, interval estimation, and statistical power
- A hitchhiker's guide to quasi-copulas
- Testing independence of functional variables by angle covariance
- Robust portfolio optimization with copulas
- An efficient algorithm for the computation of average mutual information: validation and implementation in Matlab
- A measure of mutual complete dependence
- The measurement of rank mobility
- Transformation of a copula using the associated co-copula
- Validation of association
- A copula based ICA algorithm and its application to time series clustering
- Expansions for bivariate copulas
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment
- A measure of multivariate mutual complete dependence
- Estimation of the maximum correlation coefficient using Bernstein copula
- A moment-based test for extreme-value dependence
- Proof of a conjecture on Spearman's \(\rho\) and Kendall's \(\tau\) for sample minimum and maximum
- Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
- A consistent test of independence based on a sign covariance related to Kendall's tau
- Identification of survival functions through hazard functions in the Clayton-family
- On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
- A contribution to multivariate L-moments: L-comoment matrices
- Measuring stochastic dependence using \(\phi\)-divergence
- On quantifying dependence: a framework for developing interpretable measures
- Distribution-free risk analysis
- Measuring association with Wasserstein distances
- A new bivariate Archimedean copula with application to the evaluation of VaR
- Bivariate Survival Models for Coupled Lives
- Using predictive risk for process control
- The cross-cut statistic and its sensitivity to bias in observational studies with ordered doses of treatment
- Evolution of the dependence of residual lifetimes
- Copulas in machine learning
- Induced dependence, factor interaction, and discriminating between causal structures
- Functions of concordance and dependence with related measures
- Estimating the density of a copula function
- Multiscale methods for mechanical science of complex materials: bridging from quantum to stochastic multiresolution continuum
- scientific article; zbMATH DE number 5618851 (Why is no real title available?)
- Stat Trek. An interview with Christian Genest
- Linear bank statistics with estimated scores for testing independence
- A Nonparametric General Criterion of Asymptotic Dependence Between Order Statistics
- On the Lipschitz property of strict triangular norms
- A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
- Aspects of dependence in Cuadras-Auge family
- Descriptive Parameters of Location, Dispersion and Stochastic Dependence
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Recional Dependence For Continuous Bivatiate Densitirs
- R–estimation of normed bivariate density functions
- Bivariate copulas with quadratic sections
- Empirical copulas for consecutive survival data
- Dependence Information in Parameterized Copulas
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
- On a measure of dependence based on fisher's information matrix
- Concordance and Gini's measure of association
- Diagonal copulas of archimedean class
- Diagonal copulas of archimedean class
- Bivariate copulas with cubic sections
- SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS
- On blest's measure of rank correlation
- Measures of non-exchangeability for bivariate random vectors
- BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
- A class of closeness criteria
- Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
- Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence
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