Estimating scale-invariant directed dependence of bivariate distributions

DOI10.1016/J.CSDA.2020.107058MaRDI QIDQ85343zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

asymmetrycopulacorrelationdependencedirectioninvariance

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• New measure of the bivariate asymmetry
• Maximal asymmetry of bivariate copulas and consequences to measures of dependence
• Copula-based dependence measures
• Testing asymmetry in dependence with copula-coskewness
• Assessing and Modeling Asymmetry in Bivariate Continuous Data

Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3656971 (Why is no real title available?)
• A copula-based non-parametric measure of regression dependence
• An empirical study of the maximal and total information coefficients and leading measures of dependence
• An informational measure of correlation
• An introduction to copulas.
• Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
• Convergence results for patchwork copulas
• Detecting novel associations in large data sets
• Extremes of nonexchangeability
• From Bernstein polynomials to Bernstein copulas
• Large sample behavior of the Bernstein copula estimator
• Maximum asymmetry of copulas revisited
• Measuring and testing dependence by correlation of distances
• Measuring dependence powerfully and equitably
• On a strong metric on the space of copulas and its induced dependence measure
• On approximation of copulas
• On directed information theory and Granger causality graphs
• On measures of dependence
• On nonparametric measures of dependence for random variables
• On the empirical multilinear copula process for count data
• Process-driven direction-dependent asymmetry: identification and quantification of directional dependence in spatial fields
• Review on statistical methods for gene network reconstruction using expression data
• Strong approximation of copulas
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• The empirical beta copula

Cited in

(14)

• 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
• On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
• Quantifying and estimating dependence via sensitivity of conditional distributions
• qad
• Quantifying directed dependence via dimension reduction
• Rearranged dependence measures
• Maximal asymmetry of bivariate copulas and consequences to measures of dependence
• Measuring association with Wasserstein distances
• A Class of Regression Association Measures based on Concordance
• Copula-based hierarchical clustering for complete dependence
• Total positivity of copulas from a Markov kernel perspective

Describes a project that uses

Uses Software

• qad
• copula
• copula
• R

This page was built for publication: Estimating scale-invariant directed dependence of bivariate distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q85343)