“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality

DOI10.1080/01621459.2020.1768101zbMath1506.62316OpenAlexW3025490063MaRDI QIDQ5881078

Michael McAleer, David E. Allen

Publication date: 9 March 2023

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

Full work available at URL: https://doi.org/10.1080/01621459.2020.1768101

zbMATH Keywords

nonlinearitycausalitygeneralized measure of correlationBravais formulaskewed correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Causal inference from observational studies (62D20)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Pair-copula constructions of multiple dependence
• On approximating max-stable processes and constructing extremal copula functions
• An introduction to copulas.
• A parameterization of positive definite matrices in terms of partial correlation vines
• R. A. Fisher and the making of maximum likelihood 1912--1922
• Vines -- a new graphical model for dependent random variables.
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• Probability density decomposition for conditionally dependent random variables modeled by vines
• Quotient correlation: a sample based alternative to Pearson's correlation
• Remarks on functional canonical variates, alternating least squares methods and ACE
• Random threshold driven tail dependence measures with application to precipitation data analysis
• On measures of dependence
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Regression Quantiles
• Doing Least Squares: Perspectives from Gauss and Yule
• Sure explained variability and independence screening
• Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Generalized correlation and kernel causality with applications in development economics
• Spurious Correlation: A Causal Interpretation

This page was built for publication: “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality