Yi Li, A. Adam Ding, "Robust Copula Dependence for Multivariate and Conditional Dependence with Applications," WSEAS Transactions on Mathematics, vol. 18, pp. 168-175, 2019, DOI:
Yi Li, A. Adam Ding. Robust Copula Dependence for Multivariate and Conditional Dependence with Applications.
WSEAS Transactions on Mathematics. 2019;18:168-175.
WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 18, 2019
Robust Copula Dependence for Multivariate and Conditional Dependence with Applications
Authors: ,
Abstract: Measures of statistical dependence is of great importance for machine learning and statistical models. Recently, a new measure, the robust copula dependence (RCD) is shown to be equitable in treating dependence of linear and nonlinear relationships. The paper propose extensions of RCD to multivariate and conditional cases, which is crucial for many applications. We study the theoretical and empirical properties of the extended RCD. We successfully apply to several example applications including learning delayed time in nonlinear systems, independence testing with mixture alternatives and feature selection.
Pages: 168-175 WSEAS Transactions on Mathematics, ISSN / E-ISSN: 1109-2769 / 2224-2880, Volume 18, 2019, Art. #24 DOI: *As the DOI is a unique identifier, it is already available in the pdf version.
**The DOI link will be activated in the first midst of January 2026.
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