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A measure of mutual complete dependence

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  • Karl Siburg
  • Pavel Stoimenov

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  • Karl Siburg & Pavel Stoimenov, 2010. "A measure of mutual complete dependence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(2), pages 239-251, March.
    • Handle: RePEc:spr:metrik:v:71:y:2010:i:2:p:239-251
    DOI: 10.1007/s00184-008-0229-9
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    References listed on IDEAS

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    1. Micheas, Athanasios C. & Zografos, Konstantinos, 2006. "Measuring stochastic dependence using [phi]-divergence," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 765-784, March.
    2. Marco Scarsini, 1984. "On measures of concordance," Post-Print hal-00542380, HAL.
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    Cited by:

    1. Durante, Fabrizio & Sánchez, Juan Fernández, 2012. "On the approximation of copulas via shuffles of Min," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1761-1767.
    2. Karl Siburg & Pavel Stoimenov, 2015. "Almost opposite regression dependence in bivariate distributions," Statistical Papers, Springer, vol. 56(4), pages 1033-1039, November.
    3. Lai, Tingyu & Zhang, Zhongzhan & Wang, Yafei & Kong, Linglong, 2021. "Testing independence of functional variables by angle covariance," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
    4. Shih, Jia-Han & Emura, Takeshi, 2021. "On the copula correlation ratio and its generalization," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
    5. Chamnan Wongtawan & Sumetkijakan Songkiat, 2023. "Characterization of pre-idempotent Copulas," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-12, January.

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