Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond

DOI10.1080/01621459.2012.710509MaRDI QIDQ4648569zbMATHOpenAlexFDO

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

zbMATH Keywords

nonparametric estimationnonlinear dependencelinear dependenceasymmetric correlationeconomic study

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• A Bivariate $t$ Distribution
• Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
• Correlation and dependence
• Dependence function for continuous bivariate densities
• Efficient estimation of conditional variance functions in stochastic regression
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Miscellanea. The local dependence function
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• On approximating max-stable processes and constructing extremal copula functions
• Outlier identification in high dimensions
• Quotient correlation: a sample based alternative to Pearson's correlation
• The Distribution of the Ratios of Means to the Square Root of the Sum of Variances of a Bivariate Normal Sample

Cited in

(18)

• Generalized correlation and kernel causality with applications in development economics
• Validation of association
• Measures of conditional dependence for nonlinearity, asymmetry and beyond
• Asset selection based on high frequency Sharpe ratio
• Quantile generalized measures of correlation
• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
• Kernel-based measures of association
• BET on independence
• 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
• Semi-Distance Correlation and Its Applications
• Asymmetric properties of the Pearson correlation coefficient: correlation as the negative association between linear regression residuals
• Composite coefficient of determination and its application in ultrahigh dimensional variable screening
• “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality
• Correntropy as a novel measure for nonlinearity tests
• Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
• Feature screening for multiple responses

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