Rearranged dependence measures
From MaRDI portal
Publication:74042
DOI10.48550/arXiv.2201.03329arXiv2201.03329OpenAlexW4391458286WikidataQ128831557 ScholiaQ128831557MaRDI QIDQ74042
Christopher Strothmann, Karl Friedrich Siburg, Dette, Holger, Christopher Strothmann, Karl Friedrich Siburg
Publication date: 10 January 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.03329
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Measuring and testing dependence by correlation of distances
- Estimating scale-invariant directed dependence of bivariate distributions
- On a strong metric on the space of copulas and its induced dependence measure
- A new coefficient of correlation
- A simple nonparametric estimator of a strictly monotone regression function
- Detecting Novel Associations in Large Data Sets
- An introduction to copulas.
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Testing for independence by the empirical characteristic function
- An asymptotically optimal window selection rule for kernel density estimates
- On nonparametric measures of dependence for random variables
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- Strong approximation of copulas
- Limit properties of the monotone rearrangement for density and regression function estimation
- Weak convergence of empirical copula processes
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Stochastic monotonicity and the Markov product for copulas
- Sklar's theorem, copula products, and ordering results in factor models
- On a multivariate copula-based dependence measure and its estimation
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
- A consistent test of independence based on a sign covariance related to Kendall's tau
- Measure preserving transformations and rearrangements
- Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics
- Equitability, mutual information, and the maximal information coefficient
- Improving point and interval estimators of monotone functions by rearrangement
- Quantile and Probability Curves Without Crossing
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- A Copula‐Based Non‐parametric Measure of Regression Dependence
- On the power of Chatterjee’s rank correlation
- BET on Independence
- Principles of Copula Theory
- Nonparametric estimation of copula functions for dependence modelling
- Elements of Information Theory
- Orbits of L 1 -Functions Under Doubly Stochastic Transformation
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error
- The Hellinger Correlation
- Inequalities: theory of majorization and its applications
- On boosting the power of Chatterjee’s rank correlation