Multidimensional dependency measures

DOI10.1016/j.jmva.2004.01.001zbMath1048.62056OpenAlexW2001918780MaRDI QIDQ1877012

Begoña Fernández Fernández, José María González-Barrios

Publication date: 16 August 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.01.001

zbMATH Keywords

CopulasMultivariate dependency measuresIndependence and hypothesis testingStrong mixing conditions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (3)

A multivariate version of Hoeffding's phi-square ⋮ A test of independence based on a generalized correlation function ⋮ A multivariate dependence measure for aggregating risks

Cites Work

• An introduction to copulas. Properties and applications
• The Application of a New Dependency Measure to Principal Component Analysis
• A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models
• Some Concepts of Dependence
• Convergence of stochastic processes
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