Author:
Li Haijun,Scarsini Marco,Shaked Moshe
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Cited by
38 articles.
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1. Quantifying directed dependence via dimension reduction;Journal of Multivariate Analysis;2023-11
2. Vector copulas;Journal of Econometrics;2023-05
3. On Quantifying and Estimating Directed Dependence;Building Bridges between Soft and Statistical Methodologies for Data Science;2022-08-25
4. On a multivariate copula-based dependence measure and its estimation;Electronic Journal of Statistics;2022-01-01
5. Complete Dependence;Direction Dependence in Statistical Modeling;2020-12-03