A subcopula based dependence measure
Kybernetika (2017)
- Volume: 53, Issue: 2, page 231-243
- ISSN: 0023-5954
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topErdely, Arturo. "A subcopula based dependence measure." Kybernetika 53.2 (2017): 231-243. <http://eudml.org/doc/288202>.
@article{Erdely2017,
abstract = {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.},
author = {Erdely, Arturo},
journal = {Kybernetika},
keywords = {subcopula; dependence; concordance},
language = {eng},
number = {2},
pages = {231-243},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A subcopula based dependence measure},
url = {http://eudml.org/doc/288202},
volume = {53},
year = {2017},
}
TY - JOUR
AU - Erdely, Arturo
TI - A subcopula based dependence measure
JO - Kybernetika
PY - 2017
PB - Institute of Information Theory and Automation AS CR
VL - 53
IS - 2
SP - 231
EP - 243
AB - 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.
LA - eng
KW - subcopula; dependence; concordance
UR - http://eudml.org/doc/288202
ER -
References
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