A measure of mutual complete dependence in discrete variables through subcopula

DOI10.1016/J.IJAR.2015.04.005MaRDI QIDQ897746zbMATHOpenAlexFDO

Authors Qingsong Shan, Tanes Wongyang, Tonghui Wang, Santi Tasena

Publication date 7 December 2015

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2015.04.005

zbMATH Keywords

dependence measurefunctional relationshipbilinear extensionmutual complete dependencesubcopula

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• A measure of mutual complete dependence
• A measure of multivariate mutual complete dependence
• Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
• Measure of complete dependence of random vectors
• Dependence measuring from conditional variances

Cites work

• scientific article; zbMATH DE number 3757528 (Why is no real title available?)
• A Primer on Copulas for Count Data
• A measure of multivariate mutual complete dependence
• A measure of mutual complete dependence
• An introduction to copulas.
• Characterization of all copulas associated with non-continuous random variables
• Correlation and Complete Dependence of Random Variables
• Multivariate concordance
• Multivariate extensions of Spearman's rho and related statistics
• Multivariate measures of concordance
• Norms for copulas
• On rank correlation measures for non-continuous random variables

Cited in

(15)

• Copula-based measurement of interdependence for discrete distributions
• Nonparametric estimation of the measure of functional dependence
• Dependence measuring from conditional variances
• scientific article; zbMATH DE number 2234837 (Why is no real title available?)
• scientific article; zbMATH DE number 7713275 (Why is no real title available?)
• Extensions of subcopulas
• Copulas with given values on the tails
• Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
• Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula
• A measure of multivariate mutual complete dependence
• The essential dependence for a group of random vectors
• A subcopula based dependence measure.
• A measure of mutual complete dependence
• Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
• A measure of general functional dependence between two continuous variables

This page was built for publication: A measure of mutual complete dependence in discrete variables through subcopula

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q897746)