Measure of complete dependence of random vectors

DOI10.1016/j.jmaa.2016.05.051zbMath1384.62180OpenAlexW2407996232MaRDI QIDQ298150

Santi Tasena, Therdsak Boonmee

Publication date: 20 June 2016

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.05.051

zbMATH Keywords

copulafunctional dependencecomplete dependencelinkage

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

On a multivariate copula-based dependence measure and its estimation ⋮ Unnamed Item

Uses Software

• Linkages

Cites Work

• On a strong metric on the space of copulas and its induced dependence measure
• Almost opposite regression dependence in bivariate distributions
• Measures of the functional dependence of random vectors
• Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
• A measure of mutual complete dependence
• A Copula‐Based Non‐parametric Measure of Regression Dependence

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