On the class of \(g\)-monotone dependence functions
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Publication:1273028
DOI10.1016/S0167-7152(98)00047-9zbMath0954.62075MaRDI QIDQ1273028
Publication date: 18 February 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
quantileindependentmeasures of dependencemonotone dependence functionpositively (negatively) quadrant dependent random variables
Measures of association (correlation, canonical correlation, etc.) (62H20) Distribution theory (60E99)
Cites Work
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- Statistical inference. Theory and practice. Transl. from the Polish by Jerzy Bachrach, Ewa Bednarczuk, Jan Koniarek and Maria Radziwiłł
- On measures of association as measures of positive dependence
- Monotonic dependence functions of bivariate distributions
- General definition and sample counterparts of monotonic dependence functions of bivariate distributions
- On monotone dependence functions of the quantile type
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