A measure of mutual complete dependence
By K. Siburg, Pavel A. Stoimenov. 2010
62 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/c86c08153e6323cbf8c8caf7856a4e2a6f845e37
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Martin Ruppert
- Sandra Gaißer
- Friedrich Schmid
- Rafael Schmidt
- Thomas Blumentritt
- Xiaoming Huo
- Bodhisattva Sen
- Cheng Huang
In Statistics and Probability
- Martin Ruppert
- Sandra Gaißer
- Friedrich Schmid
- Promit Ghosal
- Rafael Schmidt
- Thomas Blumentritt
- Nabarun Deb
- Cheng Huang
Citations in the corpus
- Measuring Association on Topological Spaces Using Kernels and Geometric Graphs (2020, background): “Some multivariate measures of association satisfying (I)-(III) have been proposed in [92, 105, 16], following similar copula-based ideas as in [31]; however, to the best of our knowledge, none of these papers provide a consistent empirical estimate of their proposed measures of association.”
- A Statistically and Numerically Efficient Independence Test Based on Random Projections and Distance Covariance (2017, background): “Test of independence is a fundamental problem in statistics, with many existing work including the maximal information coefficient (MIC) [1], the copula based measures [2,3], the kernel based criterion [4] and the distance correlation [5,6], which motivated our current work.”
- On the exact region determined by Kendall's τ and Spearman's ρ (2015, unknown): “Some notions quantifying dependence of two-dimensional random variables which, contrary to Schweizer and Wolff’s σ (see [15]) are not based on d∞ have been studied in [18, 19].”
- Copula-Based Measures of Multivariate Association (2010, background): “We further do not address measures of complete or functional dependence (see [50, 62, 68, 101]).”