Quantifying directed dependence via dimension reduction
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Publication:6200940
DOI10.1016/j.jmva.2023.105266arXiv2112.10147OpenAlexW4389162513MaRDI QIDQ6200940
Publication date: 25 March 2024
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.10147
copulasSpearman's rank correlationSpearman's footruleMarkov productcopula correlationdirected dependence
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10)
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