Dependence measuring from conditional variances
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Publication:906340
DOI10.1515/demo-2015-0007zbMath1354.60007MaRDI QIDQ906340
Tippawan Santiwipanont, Noppadon Kamnitui, Songkiat Sumetkijakan
Publication date: 21 January 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2015-0007
62H20: Measures of association (correlation, canonical correlation, etc.)
60A10: Probabilistic measure theory
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