summary:A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, which in the particular case where both random variables are continuous turns out to be a concordance measure. Also, a sample version of the proposed dependence measure based on the empirical subcopula is provided, along with an R package to perform the corresponding calculations
The paper is devoted to the multivariate measures of dependence. In contrast to the classical approa...
A fundamental problem in statistics is the estimation of dependence between random variables. While ...
AbstractA decomposition of the independence empirical copula process into a finite number of asympto...
summary:A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, ...
Accurately and adequately modeling and analyzing relationships in real random phenomena involving se...
AbstractThe problem of dependency between two random variables has been studied throughly in the lit...
<p>The paper presents a new copula based method for measuring dependence between random variables. O...
The problem of dependency between two random variables has been studied throughly in the literature....
The concept of measuring, by a scalar value, the strength of dependence between two random variables...
The paper presents a new copula based method for measuring dependence between random variables. Our ...
We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two s...
One of the efficient ways to describe the dependence between random variables is by describing the c...
AbstractThe dependence structure among each risk factors has been an important topic for researches ...
AbstractThis paper aims to investigate the constraints on dependence measures based on the concept o...
Limit theorems as well as other well-known results in probability and statistics are often based on ...
The paper is devoted to the multivariate measures of dependence. In contrast to the classical approa...
A fundamental problem in statistics is the estimation of dependence between random variables. While ...
AbstractA decomposition of the independence empirical copula process into a finite number of asympto...
summary:A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, ...
Accurately and adequately modeling and analyzing relationships in real random phenomena involving se...
AbstractThe problem of dependency between two random variables has been studied throughly in the lit...
<p>The paper presents a new copula based method for measuring dependence between random variables. O...
The problem of dependency between two random variables has been studied throughly in the literature....
The concept of measuring, by a scalar value, the strength of dependence between two random variables...
The paper presents a new copula based method for measuring dependence between random variables. Our ...
We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two s...
One of the efficient ways to describe the dependence between random variables is by describing the c...
AbstractThe dependence structure among each risk factors has been an important topic for researches ...
AbstractThis paper aims to investigate the constraints on dependence measures based on the concept o...
Limit theorems as well as other well-known results in probability and statistics are often based on ...
The paper is devoted to the multivariate measures of dependence. In contrast to the classical approa...
A fundamental problem in statistics is the estimation of dependence between random variables. While ...
AbstractA decomposition of the independence empirical copula process into a finite number of asympto...