Measures of the functional dependence of random vectors

On measures of dependence

A. Rényi · Acta Mathematica Academiae Scientiarum Hungaricae · 1959 · 722 citations

Engineering, Psychology, Probability Theory +8

On a strong metric on the space of copulas and its induced dependence measure

Wolfgang Trutschnig · Journal of Mathematical Analysis and Applications · 2011 · 110 citations

Natural Sciences, Mathematics, Probability Theory +8

A Copula‐Based Non‐parametric Measure of Regression Dependence

Holger Dette, Karl Friedrich Siburg, Pavel A. Stoimenov · Scandinavian Journal of Statistics · 2012 · 93 citations · Full text

Business, Biostatistics, Econometrics +15

A measure of mutual complete dependence

Karl Friedrich Siburg, Pavel A. Stoimenov · Metrika · 2009 · 57 citations · Full text

Engineering, Electrical Engineering, Information Theory +10

A measure of multivariate mutual complete dependence

Santi Tasena, Sompong Dhompongsa · International Journal of Approximate Reasoning · 2013 · 15 citations

Natural Sciences, Biostatistics, Probability Theory +10