On the copula correlation ratio and its generalization
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Publication:2222232
DOI10.1016/j.jmva.2020.104708zbMath1461.62059OpenAlexW3107006374MaRDI QIDQ2222232
Publication date: 26 January 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104708
Kendall's tauSpearman's rhoFGM copulaMarkov productdirectional associationinvertible copularegression association
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
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Cites Work
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