The partial copula: properties and associated dependence measures
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Publication:334002
DOI10.1016/j.spl.2016.07.014zbMath1398.62150arXiv1511.06665OpenAlexW2317775046MaRDI QIDQ334002
Publication date: 31 October 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.06665
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (6)
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- Estimation of a Copula when a Covariate Affects only Marginal Distributions
- Joint Regression Analysis of Correlated Data Using Gaussian Copulas
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