Visualizing association structure in bivariate copulas using new dependence function

DOI10.1007/978-3-319-13881-7_3MaRDI QIDQ2833354zbMATH OpenOpenAlexFDO

Authors Teresa Ledwina

Publication date 18 November 2016

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-13881-7_3

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(12)

• Extraction dependence structure of distorted copulas via a measure of dependence
• Visualizing bivariate long-tailed data
• New measure of the bivariate asymmetry
• Copula index for detecting dependence and monotonicity between stochastic signals
• Validation of association
• Recognizing and visualizing copulas: an approach using local Gaussian approximation
• Dependence structure of some bivariate distributions
• Validation of positive expectation dependence
• A subcopula based dependence measure.
• ODC and ROC curves, comparison curves and stochastic dominance
• Detecting dependence structure: visualization and inference
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation

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