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

copulasensitivityconditional distributionsdependence measureexplainabilitySchur orderChatterjee's correlation coefficient

Mathematics Subject Classification ID

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

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