Statistical Dependence: Beyond Pearson’s ρ-Reference-Cited by-同舟云学术

Statistical Dependence: Beyond Pearson’s ρ

Published:2022-02-01 Issue:1 Volume:37 Page:
ISSN:0883-4237
Container-title:Statistical Science
language:
Short-container-title:Statist. Sci.

Author:

Tjøstheim Dag¹,Otneim Håkon²,Støve Bård³

Affiliation:

1. Dag Tjøstheim is Professor Emeritus, Department of Mathematics, University of Bergen, P.b. 7803, 5020 Bergen, Norway

2. Håkon Otneim is Associate Professor, Department of Business and Management Science, Norwegian School of Economics, Helleveien 30, 5045 Bergen, Norway

3. Bård Støve is Professor, Department of Mathematics, University of Bergen, P.b. 7803, 5020 Bergen, Norway

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference126 articles.

1. Lehmann, E. L. (1966). Some concepts of dependence. Ann. Math. Stat. 37 1137–1153.

2. Aas, K., Czado, C., Frigessi, A. and Bakken, H. (2009). Pair-copula constructions of multiple dependence. Insurance Math. Econom. 44 182–198.

3. Aronszajn, N. (1950). Theory of reproducing kernels. Trans. Amer. Math. Soc. 68 337–404.

4. Berentsen, G. D., Kleppe, T. and TjØstheim, D. (2014). Introducing localgauss, an R-package for estimating and visualizing local Gaussian corelation. J. Stat. Softw. 56 1–18.

5. Berentsen, G. D. and TjØstheim, D. (2014). Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. Stat. Comput. 24 785–801.

Cited by 16 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation;Scandinavian Journal of Statistics;2024-07-28

2. Causal Learning for Heterogeneous Subgroups Based on Nonlinear Causal Kernel Clustering;2024 International Joint Conference on Neural Networks (IJCNN);2024-06-30

3. Finding Local Dependent Regions in PDFs using RKHS Uncertainty Moments and Optimal Transport;2024 International Joint Conference on Neural Networks (IJCNN);2024-06-30

4. Quantile generalized measures of correlation;Statistics and Computing;2024-03-12

5. A note on the equivalence between the conditional uncorrelation and the independence of random variables;Electronic Journal of Statistics;2024-01-01