Dependence measuring from conditional variances

DOI10.1515/demo-2015-0007zbMath1354.60007OpenAlexW1199872227MaRDI 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

copulasmeasures of dependenceshuffles of Minmutual complete dependenceconditional variances

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probabilistic measure theory (60A10)

Related Items (5)

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

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