Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation

DOI10.1007/s11222-013-9402-8zbMath1322.62140OpenAlexW1983846878MaRDI QIDQ746325

Dag Tjøstheim, Geir Drage Berentsen

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-013-9402-8

zbMATH Keywords

local dependenceindependence testingdependence maplocal Gaussian correlation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric statistical resampling methods (62G09)

Related Items (12)

Nonlinear Spectral Analysis: A Local Gaussian Approach ⋮ Validation of positive expectation dependence ⋮ Local Gaussian correlations in financial and commodity markets ⋮ Local Gaussian Autocorrelation and Tests for Serial Independence ⋮ Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures ⋮ The locally Gaussian density estimator for multivariate data ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ Local Gaussian correlation: a new measure of dependence ⋮ Recognizing and visualizing copulas: an approach using local Gaussian approximation ⋮ Pairwise local Fisher and naive Bayes: improving two standard discriminants ⋮ Validation of association ⋮ Statistical dependence: beyond Pearson's \(\rho\)

Uses Software

• sm
• localgauss

Cites Work

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