Local Lift Dependence Scale
From MaRDI portal
Publication:6313199
Abstract: We propose a local and general dependence quantifier between two random variables and , which we call Local Lift Dependence Scale, that does not assume any form of dependence (e.g., linear) between and , and is defined for a large class of random variables, singular and absolutely continuous w.r.t Lebesgue measure. We argue that this dependence scale is more general and suitable to study variable dependence than other specific local dependence quantifiers and global dependence coefficients, as the Mutual Information. An outline of how this dependence scale may be useful in branches of applied probability and topics for future research are presented.
This page was built for publication: Local Lift Dependence Scale
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6313199)
