Pages that link to "Item:Q746325"
From MaRDI portal
The following pages link to Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325):
Displaying 15 items.
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Local Gaussian correlations in financial and commodity markets (Q2183340) (← links)
- Pairwise local Fisher and naive Bayes: improving two standard discriminants (Q2305993) (← links)
- Validation of association (Q2306090) (← links)
- Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
- Local Gaussian Autocorrelation and Tests for Serial Independence (Q2954303) (← links)
- Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures (Q2968472) (← links)
- Validation of positive expectation dependence (Q4578064) (← links)
- Generalized R-squared for detecting dependence (Q5384448) (← links)
- Nonlinear Spectral Analysis: A Local Gaussian Approach (Q5885124) (← links)
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
- Estimating and Testing Nonlinear Local Dependence Between Two Time Series (Q6634895) (← links)
