Generalized Gini correlation and its application in data-mining

DOI10.1007/s10618-016-0450-5zbMath1416.62315OpenAlexW2256482311MaRDI QIDQ1741289

Yi Gao, Wenxin Jiang, Martin A. Tanner

Publication date: 3 May 2019

Published in: Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10618-016-0450-5

zbMATH Keywords

asymptotic distributionconfidence intervalempirical processdata miningGini correlationLIFT measures

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric tolerance and confidence regions (62G15)

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Cites Work

• The Gini methodology. A primer on a statistical methodology.
• Weak convergence and empirical processes. With applications to statistics
• Identifying monotonic and non-monotonic relationships
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• AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION