Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
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Publication:746325
DOI10.1007/s11222-013-9402-8zbMath1322.62140OpenAlexW1983846878MaRDI QIDQ746325
Dag Tjøstheim, Geir Drage Berentsen
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-013-9402-8
Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric statistical resampling methods (62G09)
Related Items (12)
Nonlinear Spectral Analysis: A Local Gaussian Approach ⋮ Validation of positive expectation dependence ⋮ Local Gaussian correlations in financial and commodity markets ⋮ Local Gaussian Autocorrelation and Tests for Serial Independence ⋮ Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures ⋮ The locally Gaussian density estimator for multivariate data ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ Local Gaussian correlation: a new measure of dependence ⋮ Recognizing and visualizing copulas: an approach using local Gaussian approximation ⋮ Pairwise local Fisher and naive Bayes: improving two standard discriminants ⋮ Validation of association ⋮ Statistical dependence: beyond Pearson's \(\rho\)
Uses Software
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