Copula index for detecting dependence and monotonicity between stochastic signals

DOI10.1016/j.ins.2019.02.007zbMath1453.62492arXiv1703.06686MaRDI QIDQ2213108

Lamine Mili, Kiran Karra

Publication date: 27 November 2020

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.06686

zbMATH Keywords

copula; monotonic; equitability; statistical dependency

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62G30: Order statistics; empirical distribution functions

Uses Software

• ITE
• ARACNE
• NetBenchmark