Measures of the functional dependence of random vectors

DOI10.1016/j.ijar.2015.10.002zbMath1347.62101OpenAlexW2189773097MaRDI QIDQ895511

Santi Tasena, Sompong Dhompongsa

Publication date: 3 December 2015

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2015.10.002

zbMATH Keywords

copulaSobolev normfunctional dependencecomplete dependencemeasure of dependence

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (5)

Measure of complete dependence of random vectors ⋮ The essential dependence for a group of random vectors ⋮ On multivariate asymmetric dependence using multivariate skew-normal copula-based regression ⋮ Unnamed Item ⋮ Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\)

Cites Work

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• On a strong metric on the space of copulas and its induced dependence measure
• A measure of mutual complete dependence
• A measure of multivariate mutual complete dependence
• On measures of dependence
• A Copula‐Based Non‐parametric Measure of Regression Dependence

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