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 AM  Vol.5 No.4 , March 2014
Transfer of Global Measures of Dependence into Cumulative Local
Boyan Dimitrov, Sahib Esa, Nikolai Kolev, Georgios Pitselis
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Abstract: We explore an idea of transferring some classic measures of global dependence between random variables Χ1, Χ2, L, Χn into cumulative measures of dependence relative at any point (χ1, χ2, L, χn) in the sample space. It allows studying the behavior of these measures throughout the sample space, and better understanding and use of dependence. Some examples on popular copula distributions are also provided.
Keywords: Analysis of Variance; Copula; Correlation; Covariance; Multivariate Analysis; Measures of Dependence; Probability Modeling
Cite this paper: Dimitrov, B. , Esa, S. , Kolev, N. and Pitselis, G. (2014) Transfer of Global Measures of Dependence into Cumulative Local. Applied Mathematics, 5, 615-627. doi: 10.4236/am.2014.54058.
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