Dependence Measuring from Conditional Variances
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DOI: 10.1515/demo-2015-0007
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References listed on IDEAS
- Zheng, Yanting & Yang, Jingping & Huang, Jianhua Z., 2011. "Approximation of bivariate copulas by patched bivariate Fréchet copulas," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 246-256, March.
- Trutschnig, Wolfgang, 2013. "On Cesáro convergence of iterates of the star product of copulas," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 357-365.
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Keywords
conditional variances; measures of dependence; copulas; mutual complete dependence; shuffles of Min; 60A10; 62H20; conditional variances; measures of dependence; copulas; mutual complete dependence; shuffles of Min; 60A10; 62H20;All these keywords.
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Statistics
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