Quantifying directed dependence via dimension reduction

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Quantifying directed dependence via dimension reduction

19 December 2021

Sebastian Fuchs

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Papers citing "Quantifying directed dependence via dimension reduction"

16 / 16 papers shown

Title
Measures of independence and functional dependence Peter J. Bickel 41 14 0 27 Jun 2022
Total positivity of copulas from a Markov kernel perspective Sebastian Fuchs Marco Tschimpke 24 7 0 04 May 2022
Rearranged dependence measures Christopher Strothmann Holger Dette K. Siburg 84 18 0 10 Jan 2022
On a multivariate copula-based dependence measure and its estimation Florian Griessenberger R. Junker W. Trutschnig 123 26 0 27 Sep 2021
On Azadkia-Chatterjee's conditional dependence coefficient Hongjian Shi Mathias Drton Fang Han 56 32 0 15 Aug 2021
Measuring Association on Topological Spaces Using Kernels and Geometric Graphs Nabarun Deb Promit Ghosal B. Sen 485 50 0 05 Oct 2020
Correlations with tailored extremal properties Sky Cao Peter J. Bickel 109 31 0 24 Aug 2020
On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation Thimo M. Kasper Sebastian Fuchs W. Trutschnig 75 27 0 12 Jun 2020
Global Sensitivity Analysis: a new generation of mighty estimators based on rank statistics Fabrice Gamboa P. Gremaud T. Klein A. Lagnoux 74 45 0 03 Mar 2020
A simple measure of conditional dependence Mona Azadkia S. Chatterjee 151 130 0 27 Oct 2019
A new coefficient of correlation S. Chatterjee 93 255 0 23 Sep 2019
Distance multivariance: New dependence measures for random vectors Bjorn Bottcher Martin Keller-Ressel R. Schilling 42 32 0 21 Nov 2017
On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results T. Mroz J. Fernández Sánchez Sebastian Fuchs W. Trutschnig 28 3 0 18 Feb 2016
Maximal Non-Exchangeability in Dimension d Michael Harder U. Stadtmüller OT LRM 71 11 0 22 Nov 2013
The Randomized Dependence Coefficient David Lopez-Paz Philipp Hennig Bernhard Schölkopf 105 191 0 29 Apr 2013
Measuring and testing dependence by correlation of distances G. Székely Maria L. Rizzo N. K. Bakirov 279 2,602 0 28 Mar 2008