Estimation of the maximum correlation coefficient using Bernstein copula

DOI10.1134/S0005117917040154zbMath1365.93491MaRDI QIDQ2362387

F. F. Pashchenko, A. B. Slobodyan

Publication date: 7 July 2017

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

estimationBernstein approximationmaximum correlation coefficientnonlinear stochastic dependenceoptimal transformations of random signals

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Unnamed Item
• Detecting Novel Associations in Large Data Sets
• Some approximations of \(n\)-copulas
• An introduction to copulas.
• Brownian distance covariance
• On nonparametric measures of dependence for random variables
• 10.1162/153244303768966085
• On measures of dependence
• Estimating Optimal Transformations for Multiple Regression and Correlation
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• Mutual Information and Maximal Correlation as Measures of Dependence

This page was built for publication: Estimation of the maximum correlation coefficient using Bernstein copula