Generalized Gini correlation and its application in data-mining

DOI10.1007/S10618-016-0450-5MaRDI QIDQ1741289zbMATH OpenOpenAlexFDO

Authors Yi Gao, Wenxin Jiang, Martin A. Tanner

Publication date 3 May 2019

Published in Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10618-016-0450-5

zbMATH Keywords

asymptotic distributionconfidence intervaldata miningempirical processGini correlationLIFT measures

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to economics (62P20)

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Cites work

• A Measure Of Association Based On Gin's Mean Difference
• AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
• Asymptotic Statistics
• Identifying monotonic and non-monotonic relationships
• On asymptotic distributions and confidence intervals for LIFT measures in data mining
• The Gini methodology. A primer on a statistical methodology.
• The properties of the extended Gini measures of variability and inequality
• Weak convergence and empirical processes. With applications to statistics

Cited in

(6)

• Statistics to measure correlation for data mining applications
• Non-parametric inference for Gini covariance and its variants
• Gini correlation as a measure of monotonicity and two of its usages
• Generalized correlation and kernel causality with applications in development economics
• Symmetric Gini covariance and correlation
• Two symmetric and computationally efficient Gini correlations

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