On nonparametric measures of dependence for random variables
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(only showing first 100 items - show all)- Dependence measuring from conditional variances
- On quantifying dependence: a framework for developing interpretable measures
- A contribution to multivariate L-moments: L-comoment matrices
- Improved rank-based dependence measures for categorical data.
- Concordance and Gini's measure of association
- A copula-based non-parametric measure of regression dependence
- Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
- Measures of non-exchangeability for bivariate random vectors
- Measures of multivariate dependence based on a distance between Fisher information matrices
- Some novel models of distributions over the unit square
- Some new ratio-type copulas: theory and properties
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
- Four simple axioms of dependence measures
- Diagonal copulas of archimedean class
- A moment-based test for extreme-value dependence
- On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient
- Testing independence of functional variables by angle covariance
- ``Weak stochastic orderings and dependence measures
- scientific article; zbMATH DE number 5618851 (Why is no real title available?)
- A class of closeness criteria
- Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages
- A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models
- Aspects of dependence in Cuadras-Auge family
- Multiple square tray distributions.
- The cross-cut statistic and its sensitivity to bias in observational studies with ordered doses of treatment
- Shuffles of copulas and a new measure of dependence
- A framework for measuring association of random vectors via collapsed random variables
- A copula transformation in multivariate mixed discrete-continuous models
- A measure of mutual complete dependence
- On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics
- A consistent test of independence based on a sign covariance related to Kendall's tau
- Copula theory and probabilistic sensitivity analysis: is there a connection?
- Clustering dependencies via mixtures of copulas
- Recional Dependence For Continuous Bivatiate Densitirs
- A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
- scientific article; zbMATH DE number 7660127 (Why is no real title available?)
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
- Linear B-spline copulas with applications to nonparametric estimation of copulas
- Identification of survival functions through hazard functions in the Clayton-family
- Transformation of a copula using the associated co-copula
- Computing the Distribution and Expected Value of the Concomitant Rank-Order Statistics
- Hedging cryptos with Bitcoin futures
- Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence
- Induced dependence, factor interaction, and discriminating between causal structures
- Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
- Component importance based on dependence measures
- Copulas in machine learning
- Parametric dependence between random vectors via copula-based divergence measures
- Sobolev convergence of empirical Bernstein copulas
- Copula-based measurement of interdependence for discrete distributions
- Robust dependence measure for detecting associations in large data set
- On measures of association as measures of positive dependence
- Bias in rank correlation under mixture models
- A measure of general functional dependence between two continuous variables
- A measure of multivariate mutual complete dependence
- Two-dimensional Bernstein polynomial density estimators
- Copula-Based Models for the Power of Independence Tests
- Estimating the density of a copula function
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
- On the rate of convergence to asymptotic independence between order statistics.
- Inequalities and identities
- Kernel-based measures of association
- Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index
- On concordance measures for discrete data and dependence properties of Poisson model
- Estimation of the maximum correlation coefficient using Bernstein copula
- A new dependence measure for importance analysis: application to an environmental model
- Mutual association measures
- Positive dependence orderings
- Multiscale methods for mechanical science of complex materials: bridging from quantum to stochastic multiresolution continuum
- Assessing partial association between ordinal variables: quantification, visualization, and hypothesis testing
- Evolution of the dependence of residual lifetimes
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
- Using predictive risk for process control
- On the properties of some nonparametric concordance measures in the discrete case
- An efficient algorithm for the computation of average mutual information: validation and implementation in Matlab
- On a measure of dependence based on fisher's information matrix
- On the length of copula level curves
- Descriptive Parameters of Location, Dispersion and Stochastic Dependence
- A flexible and robust method for assessing conditional association and conditional concordance
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
- Joint dependence distribution of data set using optimizing Tsallis copula entropy
- scientific article; zbMATH DE number 7578286 (Why is no real title available?)
- Expansions for bivariate copulas
- A nonparametric Bayesian approach to copula estimation
- Computational uncertainty analysis in multiresolution materials via stochastic constitutive theory
- Estimation in exponential families on permutations
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- Bivariate Survival Models for Coupled Lives
- Graphical tests of independence for general distributions
- Measuring stochastic dependence using \(\phi\)-divergence
- On blest's measure of rank correlation
- Dependence Information in Parameterized Copulas
- R–estimation of normed bivariate density functions
- Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function
- Generating maximally disassortative graphs with given degree distribution
- A hitchhiker's guide to quasi-copulas
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
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