Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
DOI10.1080/01621459.2012.710509zbMATH Open1443.62169OpenAlexW2084769226MaRDI QIDQ4648569FDOQ4648569
Authors: Shurong Zheng, Zhengjun Zhang, Ning-Zhong Shi
Publication date: 9 November 2012
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.710509
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Cites Work
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Cited In (18)
- Measures of conditional dependence for nonlinearity, asymmetry and beyond
- BET on independence
- Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
- Correntropy as a novel measure for nonlinearity tests
- Asset selection based on high frequency Sharpe ratio
- Feature screening for multiple responses
- Kernel-based measures of association
- Asymmetric properties of the Pearson correlation coefficient: correlation as the negative association between linear regression residuals
- “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality
- Semi-Distance Correlation and Its Applications
- Sliced Independence Test
- Dissecting Gene Expression Heterogeneity: Generalized Pearson Correlation Squares and the K -Lines Clustering Algorithm
- Nonparametric estimation and inference for conditional density based Granger causality measures
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
- Validation of association
- Generalized correlation and kernel causality with applications in development economics
- Composite coefficient of determination and its application in ultrahigh dimensional variable screening
- Quantile generalized measures of correlation
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