A copula product T links Wasserstein correlations and rearranged dependence measures, acting as a reflection on stochastically increasing copulas and projecting onto rearranged versions via T squared.
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Establishes weak continuity of Chatterjee's ξ and related dependence measures w.r.t. Markov products under copula-based and conditional convergence conditions, with verification for elliptical and l1-norm symmetric distributions.
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On a copula product linking Wasserstein correlations and rearranged dependence measures
A copula product T links Wasserstein correlations and rearranged dependence measures, acting as a reflection on stochastically increasing copulas and projecting onto rearranged versions via T squared.
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On continuity of Chatterjee's rank correlation and related dependence measures
Establishes weak continuity of Chatterjee's ξ and related dependence measures w.r.t. Markov products under copula-based and conditional convergence conditions, with verification for elliptical and l1-norm symmetric distributions.