Copula Index for Detecting Dependence and Monotonicity between Stochastic Signals

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Karra, Kiran; Mili, Lamine;
  • Subject: Statistics - Machine Learning | Quantitative Biology - Quantitative Methods

This paper introduces a nonparametric copula-based index for detecting the strength and monotonicity structure of linear and nonlinear statistical dependence between pairs of random variables or stochastic signals. Our index, termed Copula Index for Detecting Dependence... View more
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