Dependence measuring from conditional variances
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Publication:906340
DOI10.1515/demo-2015-0007zbMath1354.60007OpenAlexW1199872227MaRDI QIDQ906340
Tippawan Santiwipanont, Noppadon Kamnitui, Songkiat Sumetkijakan
Publication date: 21 January 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2015-0007
Measures of association (correlation, canonical correlation, etc.) (62H20) Probabilistic measure theory (60A10)
Related Items (5)
Non-atomic bivariate copulas and implicitly dependent random variables ⋮ Dependence measuring from conditional variances ⋮ On the copula correlation ratio and its generalization ⋮ Markov product invariance in classes of bivariate copulas characterized by univariate functions ⋮ Weighted allocations, their concomitant-based estimators, and asymptotics
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