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Introduction

  • Marius Hofert
  • Ivan Kojadinovic
  • Martin Mächler
  • Jun Yan
Chapter
Part of the Use R! book series (USE R)

Abstract

Assume that one is given the two bivariate data sets displayed in Fig. 1.1 and asked to compare them in terms of the “dependence” between the two underlying variables. The first (respectively, second) data set, denoted by (xi1, xi2), i ∈{1, …, n} (respectively, (yi1, yi2), i ∈{1, …, n}), is assumed to consist of n = 1000 independent observations (that is, a realization of independent copies) of a bivariate random vector (X1, X2) (respectively, (Y1, Y2)). Roughly speaking, comparing the two data sets in terms of dependence means comparing the way X1 and X2 are related with the way Y1 and Y2 are related.

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Marius Hofert
    • 1
  • Ivan Kojadinovic
    • 2
  • Martin Mächler
    • 3
  • Jun Yan
    • 4
  1. 1.Department of Statistics and Actuarial ScienceUniversity of WaterlooWaterlooCanada
  2. 2.Laboratory of Mathematics and its ApplicationsUniversity of Pau and Pays de l’AdourPauFrance
  3. 3.Seminar for StatisticsETH ZurichZurichSwitzerland
  4. 4.Department of StatisticsUniversity of ConnecticutStorrsUSA

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