Dependence measuring from conditional variances

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

zbMATH Keywords

copulas; measures of dependence; shuffles of Min; mutual complete dependence; conditional variances

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

60A10: Probabilistic measure theory

Related Items

Dependence measuring from conditional variances, Markov product invariance in classes of bivariate copulas characterized by univariate functions, On the copula correlation ratio and its generalization, Weighted allocations, their concomitant-based estimators, and asymptotics, Non-atomic bivariate copulas and implicitly dependent random variables

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