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Comparisons on Measures of Asymmetric Associations

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Beyond Traditional Probabilistic Methods in Economics (ECONVN 2019)

Part of the book series: Studies in Computational Intelligence ((SCI,volume 809))

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Abstract

In this paper, we review some recent contributions to multivariate measures of asymmetric associations, i.e., associations in an n-dimension random vector, where \(n >1\). Specially, we pay more attention on measures of complete dependence (or functional dependence). Nonparametric estimators of several measures are provided and comparisons among several measures are given.

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Correspondence to Tonghui Wang .

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Zhu, X., Wang, T., Zhang, X., Wang, L. (2019). Comparisons on Measures of Asymmetric Associations. In: Kreinovich, V., Thach, N., Trung, N., Van Thanh, D. (eds) Beyond Traditional Probabilistic Methods in Economics. ECONVN 2019. Studies in Computational Intelligence, vol 809. Springer, Cham. https://doi.org/10.1007/978-3-030-04200-4_15

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