Copula-based dependence measures for piecewise monotonicity

DOI10.1515/demo-2017-0012OpenAlexW2751632767MaRDI QIDQ1696996

Eckhard Liebscher

Publication date: 15 February 2018

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2017-0012

zbMATH Keywords

dependence measuresSpearman's footruleestimators for dependence measurespiecewise monotonicitySpearman's \(\varrho\)

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Copula index for detecting dependence and monotonicity between stochastic signals

Cites Work

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• Testing the monotonicity or convexity of a function using regression splines
• Approximation Theorems of Mathematical Statistics
• Asymptotic Statistics
• Variational Analysis
• Convergence of stochastic processes

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