Quantifying and estimating dependence via sensitivity of conditional distributions

DOI10.3150/25-BEJ1854MaRDI QIDQ6860835zbMATH OpenFDO

Authors Jonathan Ansari, Patrick B. Langthaler, Sebastian Fuchs, Wolfgang Trutschnig

Publication date 10 February 2026

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/bernoulli/volume-32/issue-1/Quantifying-and-estimating-dependence-via-sensitivity-of-conditional-distributions/10.3150/25-BEJ1854.full

zbMATH Keywords

Chatterjee's correlation coefficientconditional distributionscopuladependence measureexplainabilitySchur ordersensitivity

Mathematics Subject Classification ID

Distribution theory (60Exx) Nonparametric inference (62Gxx) Multivariate analysis (62Hxx)

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Cited in

(2)

• A dimension reduction for extreme types of directed dependence
• Quantifying and estimating dependence via sensitivity of conditional distributions

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