Measures of Dependence for Infinite Variance Distributions

DOI10.1007/978-1-4939-2104-1_20zbMATH Open1328.62365OpenAlexW32195949MaRDI QIDQ5261309FDOQ5261309

B. Garel

Publication date: 3 July 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-2104-1_20

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Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (4)

• Signed symmetric covariation coefficient for alpha-stable dependence modeling
• Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains
• Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
• Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation

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