Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond

DOI10.1080/01621459.2012.710509zbMath1443.62169OpenAlexW2084769226MaRDI QIDQ4648569

Shurong Zheng, Zhengjun Zhang, Ning-Zhong Shi

Publication date: 9 November 2012

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2012.710509

zbMATH Keywords

nonlinear dependencelinear dependencenonparametric estimationasymmetric correlationeconomic study

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (9)

“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality ⋮ Feature screening for multiple responses ⋮ On multivariate asymmetric dependence using multivariate skew-normal copula-based regression ⋮ Nonparametric estimation and inference for conditional density based Granger causality measures ⋮ Sliced Independence Test ⋮ BET on Independence ⋮ Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening ⋮ Validation of association ⋮ Asset selection based on high frequency Sharpe ratio

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