Quotient correlation: a sample based alternative to Pearson's correlation

DOI10.1214/009053607000000866zbMath1133.62041arXiv0804.1001OpenAlexW2170786351MaRDI QIDQ2426632

Zhengjun Zhang

Publication date: 23 April 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.1001

zbMATH Keywords

nonlinear dependencetail dependencenecessary condition of tail independencetesting (tail) independence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32) Strong limit theorems (60F15)

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