Measure of complete dependence of random vectors
DOI10.1016/J.JMAA.2016.05.051zbMATH Open1384.62180OpenAlexW2407996232MaRDI QIDQ298150FDOQ298150
Authors: Therdsak Boonmee, Santi Tasena
Publication date: 20 June 2016
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.05.051
Recommendations
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
- On a strong metric on the space of copulas and its induced dependence measure
- A copula-based non-parametric measure of regression dependence
- A measure of mutual complete dependence
- Almost opposite regression dependence in bivariate distributions
- Measures of the functional dependence of random vectors
Cited In (11)
- Dependence measuring from conditional variances
- A short note on the dependence structure of random vectors
- On a multivariate copula-based dependence measure and its estimation
- Title not available (Why is that?)
- A measure of mutual complete dependence
- A measure of multivariate mutual complete dependence
- Title not available (Why is that?)
- Measures of the functional dependence of random vectors
- A measure of mutual complete dependence in discrete variables through subcopula
- Title not available (Why is that?)
- Title not available (Why is that?)
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