Mutual association measures

DOI10.1007/S10260-018-00448-4MaRDI QIDQ2176340zbMATH OpenOpenAlexWikidataFDO

Authors Claudio Giovanni Borroni

Publication date 4 May 2020

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-018-00448-4

zbMATH Keywords

contiguous alternativesasymptotic relative efficiencymeasures of concordancecopula-based measures of associationrank correlation measures

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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• Multivariate measures of concordance for copulas and their marginals
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Cites work

• scientific article; zbMATH DE number 6112569 (Why is no real title available?)
• scientific article; zbMATH DE number 3932217 (Why is no real title available?)
• scientific article; zbMATH DE number 1416649 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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Cited in

(8)

• Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
• Mutual Interdependence Analysis (MIA)
• Associative joint receipts
• The aggregate association index
• Measures of association of plausible events
• A few generalizations of Kendall's tau. I: Construction
• Relationship between Kendall's tau correlation and mutual information
• Measures of concordance determined by D₄-invariant copulas

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