Pages that link to "Item:Q4911964"
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The following pages link to A Copula‐Based Non‐parametric Measure of Regression Dependence (Q4911964):
Displaying 39 items.
- Rearranged dependence measures (Q74042) (← links)
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- A simple measure of conditional dependence (Q128731) (← links)
- A new coefficient of correlation (Q130047) (← links)
- Measure of complete dependence of random vectors (Q298150) (← links)
- Almost opposite regression dependence in bivariate distributions (Q894860) (← links)
- Measures of the functional dependence of random vectors (Q895511) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation (Q1983600) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
- On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient (Q2112280) (← links)
- On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
- Nonparametric estimation of the measure of functional dependence (Q2142917) (← links)
- Maximal asymmetry of bivariate copulas and consequences to measures of dependence (Q2172585) (← links)
- On the copula correlation ratio and its generalization (Q2222232) (← links)
- Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula (Q2244595) (← links)
- Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics (Q2676923) (← links)
- Measuring association with Wasserstein distances (Q2676942) (← links)
- Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas (Q2817158) (← links)
- Sliced Independence Test (Q5040487) (← links)
- Sobolev Convergence of Empirical Bernstein Copulas (Q5158044) (← links)
- Functional treatment of asymmetric copulas (Q5236714) (← links)
- The Hellinger Correlation (Q5885090) (← links)
- Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold (Q6049410) (← links)
- Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency (Q6168124) (← links)
- A novel positive dependence property and its impact on a popular class of concordance measures (Q6189152) (← links)
- Quantifying directed dependence via dimension reduction (Q6200940) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- On Azadkia-Chatterjee's conditional dependence coefficient (Q6201829) (← links)
- Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient (Q6201868) (← links)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
- New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems (Q6553749) (← links)
- Dependence properties of bivariate copula families (Q6588434) (← links)
- Adapted Chatterjee correlation coefficient (Q6606042) (← links)
- Asymptotic expected sensitivity function and its applications to measures of monotone association (Q6618105) (← links)
- A survey of some recent developments in measures of association (Q6645569) (← links)
- A conditional distribution function-based measure for independence and \(K\)-sample tests in multivariate data (Q6656673) (← links)
- A simple bias reduction for Chatterjee's correlation (Q6662553) (← links)
