Article ID Journal Published Year Pages File Type
392889 Information Sciences 2012 8 Pages PDF
Abstract

In this paper we define and study several properties of the concept of (multivariate) directional dependence and study the new concept in terms of copulas, and provide new measures of multivariate association based on directional dependence. Finally, we show the relationships of directional dependence with other dependence concepts such as association and conditional dependence.

Related Topics
Physical Sciences and Engineering Computer Science Artificial Intelligence
Authors
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