The Berkelmans–Pries dependency function: A generic measure of dependence between random variables

DOI10.1017/jpr.2022.118arXiv2203.12329OpenAlexW4360618756MaRDI QIDQ6189091

Unnamed Author, Robert D. van der Mei, Sandjai Bhulai, Unnamed Author

Publication date: 12 January 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.12329

zbMATH Keywords

correlationdistributionsassociationmeasure theoryprobability theory

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic measure theory (60A10)

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