Some New Copula Based Distribution-free Tests of Independence among Several Random Variables
Angshuman Roy, Anil K. Ghosh, Alok Goswami, C.A. Murthy
Topics & Concepts
Copula (linguistics)Monotone polygonMathematicsRandom variableConditional independenceIndependence (probability theory)EconometricsDependency (UML)Applied mathematicsStatisticsComputer scienceArtificial intelligenceGeometryStatistical Methods and InferenceStatistical Distribution Estimation and ApplicationsFinancial Risk and Volatility Modeling