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On a multivariate copula-based dependence measure and its estimation

On a multivariate copula-based dependence measure and its estimation

27 September 2021
Florian Griessenberger
R. Junker
W. Trutschnig
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Papers citing "On a multivariate copula-based dependence measure and its estimation"

3 / 3 papers shown
Title
Limit theorems of Chatterjee's rank correlation
Limit theorems of Chatterjee's rank correlation
Zhexiao Lin
Fang Han
24
21
0
17 Apr 2022
Exact Detection Thresholds and Minimax Optimality of Chatterjee's
  Correlation Coefficient
Exact Detection Thresholds and Minimax Optimality of Chatterjee's Correlation Coefficient
Arnab Auddy
Nabarun Deb
Sagnik Nandy
10
13
0
30 Apr 2021
Measuring and testing dependence by correlation of distances
Measuring and testing dependence by correlation of distances
G. Székely
Maria L. Rizzo
N. K. Bakirov
164
2,567
0
28 Mar 2008
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