On the copula correlation ratio and its generalization

DOI10.1016/J.JMVA.2020.104708zbMATH Open1461.62059OpenAlexW3107006374MaRDI QIDQ2222232FDOQ2222232

Jia-Han Shih, Takeshi Emura

Publication date: 26 January 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104708

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zbMATH Keywords

Kendall's tauFGM copulaSpearman's rhoMarkov productdirectional associationinvertible copularegression association

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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Cited In (9)

• Copulas, Characterization, Correlation, and Counterexamples
• Matching a correlation coefficient by a Gaussian copula
• A variance-based importance index for systems with dependent components
• Dependence properties of bivariate copula families
• Matching the grade correlation coefficient using a copula with maximum disorder
• Quantifying directed dependence via dimension reduction
• Assessing the numerical integration of dynamic prediction formulas using the exact expressions under the joint frailty-copula model
• Title not available (Why is that?)
• Optimal subsampling for modal regression in massive data

Uses Software

• R
• UCI-ml
• HSAUR

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