Correlation and dependence

By D. Mari, Samuel Kotz. 2001

640 citations recorded by the source corpus.

Subfields: Developmental and Educational Psychology, General Decision Sciences, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/3738c236e5473ccbc7b2f7a3d0075500ef43869c

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In Developmental and Educational Psychology

In General Decision Sciences

In Management Science and Operations Research

Citations in the corpus

Analysis of ruin measures for the classical compound Poisson risk model with dependence (2010, background): “Due to its simplicity, several extensions were considered by various authors (see e.g. Drouet-Mari & Kotz (2001) for a review of the FGM copula and some its extensions).”
Inhomogeneous Dependence Modeling with Time-Varying Copulae (2009, neutral): “Copulae are present in the literature since Sklar (1959), although related concepts originate in Hoeffding (1940) and Fréchet (1951), and have been widely studied in the statistical literature (see Joe 1997, Nelsen 1998, and Mari and Kotz 2001).”
Nonparametric estimation of the lower tail dependence λ L in bivariate copulas (2005, background): “A measure that might catch this aspect of dependence is the so-called lower tail dependence lL (see for example Joe, 1997; Mari & Kotz, 2001).”
Streamflow prediction in ungauged catchments using copula‐based dissimilarity measures (2010, background): “[32] This formulation, however, does not allow us always to separate the effect of dependence from the effects of the marginal distributions [Drouet-Mari and Kotz, 2001].”
Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes (2005, background): “We refer to [14] or [12] for details on PQD and other dependence concepts, such as TP2; LTD, etc.”
Nonparametric independence testing via mutual information (2017, background): “For surveys of several measures, see, for example, Schweizer (1981), Joe (1989), Mari and Kotz (2001) and the references therein.”
Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation (2019, methodology): “, Pearson 1920), which was later modified into rank-based correlation measures such as Spearman’s rank correlation (see Spearman 1904) and Kendall’s τ (see Kendall 1938; Kendall and Gibbons 1990). For an overview of other parametric approaches to the above problem, see Wilks (1938) and Pillai and Ja”
A copula-based joint deficit index for droughts. (2010, methodology): “The question of sampling deficiencies, especially for small data sets, may be accounted for using the methods described in Rüeschendorf (1985) and Drouet-Mari and Kotz (2001). As an example of parametric distribution, a brief description of Student t-copulas is provided in the appendix.”
Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond (2012, methodology): “We refer readers to the books by Joe (1997) and Drouet-Mari and Kotz (2001), which excellently summarize various dependence measures.”