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https://elib.bsu.by/handle/123456789/291858| Title: | Quantifying and estimating (multivariate) directed dependence |
| Authors: | Trutschnig, W. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2022 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIII Intern. Conf., Minsk, Sept. 6–10, 2022 / Belarusian State University ; eds.: Yu. Kharin [et al.]. – Minsk : BSU, 2022. – Pp. 196-201. |
| Abstract: | This short contribution sketches how the extent of dependence of a (continuous) random variable Y on a (continuous) random vector X can be quantified in a scale-free manner by working with the underlying copula. After quickly discussing the simpler situation of univariate X we focus on multivariate X and sketch how the dependence can be estimated consistently in full generality via so-called empirical checkerboard aggregations |
| URI: | https://elib.bsu.by/handle/123456789/291858 |
| ISBN: | 978-985-881-420-5 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2022. Computer Data Analysis and Modeling: Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 196-201.pdf | 402,64 kB | Adobe PDF | View/Open |
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