Estimating scale-invariant directed dependence of bivariate distributions
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Publication:85343
DOI10.1016/J.CSDA.2020.107058OpenAlexW3048149558MaRDI QIDQ85343FDOQ85343
Wolfgang Trutschnig, Florian Griessenberger, Robert R. Junker, Robert R. Junker, Florian Griessenberger, Wolfgang Trutschnig
Publication date: January 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2020.107058
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Cited In (11)
- On quantile based co-risk measures and their estimation
- On a multivariate copula-based dependence measure and its estimation
- Dependence properties of bivariate copula families
- Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula
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- qad
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