A measure of mutual complete dependence in discrete variables through subcopula

DOI10.1016/j.ijar.2015.04.005zbMath1381.62135OpenAlexW1982772847MaRDI QIDQ897746

Qingsong Shan, Santi Tasena, Tonghui Wang, Tanes Wongyang

Publication date: 7 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.2015.04.005

zbMATH Keywords

dependence measurefunctional relationshipbilinear extensionmutual complete dependencesubcopula

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)

Related Items

Nonparametric estimation of the measure of functional dependence ⋮ Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ ⋮ The essential dependence for a group of random vectors ⋮ Extensions of subcopulas ⋮ Copulas with given values on the tails ⋮ Unnamed Item ⋮ Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula

Cites Work

• Unnamed Item
• Characterization of all copulas associated with non-continuous random variables
• An introduction to copulas.
• On rank correlation measures for non-continuous random variables
• Multivariate extensions of Spearman's rho and related statistics
• Multivariate concordance
• Norms for copulas
• A measure of mutual complete dependence
• A measure of multivariate mutual complete dependence
• Multivariate measures of concordance
• A Primer on Copulas for Count Data
• Correlation and Complete Dependence of Random Variables

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