Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures
Author:
Affiliation:
1. Safetec Nordic AS; Trondheim Norway
2. Department of Mathematics; University of Bergen; Bergen Norway
3. Department of Mathematics; University of A Coruña; A Coruña Spain
Funder
Spanish MINECO
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12183/fullpdf
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3. Recognizing and visualizing copulas: an approach using local Gaussian correlation;Berentsen;Insurance: Mathematics and Economics,2014b
4. Correlation curves: measures of association as function of covariate values;Bjerve;Annals of Statistics,1993
5. Distribution free tests of independence based on the sample distribution function;Blum;Annals of Mathematical Statistics,1961
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