Related papers: Kendall Correlation Coefficient for non-Identicall…
In contingency table analysis, the odds ratio is a commonly applied measure used to summarize the degree of association between two categorical variables, say R and S. Suppose now that for each individual in the table, a vector of…
Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…
For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…
In this paper we propose and study a class of simple, nonparametric, yet interpretable measures of conditional dependence between two random variables $Y$ and $Z$ given a third variable $X$, all taking values in general topological spaces.…
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ taking the steps $(1,0)$, $(-1,1)$ and $(0,-1)$ with probabilities $\lambda < (\mu_1\neq \mu_2)$; in particular, $X$ is assumed stable. Let $\tau_n$ be the first time $X$ hits…
Establishing the limiting distribution of Chatterjee's rank correlation for a general, possibly non-independent, pair of random variables has been eagerly awaited by many. This paper shows that (a) Chatterjee's rank correlation is…
The correlated probabilistic model introduced and analytically discussed in Hanel et al (2009) is based on a self-dual transformation of the index $q$ which characterizes a current generalization of Boltzmann-Gibbs statistical mechanics,…
We investigate a Bahadur-Kiefer type representation for the p-th empirical quantile corresponding to a sample of n i.i.d. random variables, when 0<p<1 is a sequence which, in particular, may tend to 0 or 1, i.e. we consider the case of…
We investigate when the quantum correlations of a bipartite system, under the influence of environments with memory, are not reproducible with certainty by a classical local hidden variable model. To this purpose, we compare the dynamics of…
We introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-R\'enyi Maximum Correlation Coefficient. RDC is defined in terms…
The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as…
The goal of this paper is to provide some tools for nonparametric estimation and inference in psychological and economic experiments. We consider an experimental framework in which each of $n$subjects provides $T$ responses to a vector of…
Several recent works in communication systems have proposed to leverage the power of neural networks in the design of encoders and decoders. In this approach, these blocks can be tailored to maximize the transmission rate based on…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets…
Classical dependence measures such as Pearson correlation, Spearman's $\rho$, and Kendall's $\tau$ can detect only monotonic or linear dependence. To overcome these limitations, Szekely et al.(2007) proposed distance covariance as a…
We use the exact calculation of the quantum mechanical, temporal characteristic function $\chi(\eta)$ and the degree of second-order coherence $g^{(2)}(\tau)$ for a single-mode, degenerate parametric amplifier for a system in the Gaussian…
In this paper, we consider the problem of constructing confidence interval for the correlation coefficient in a bivariate normal distribution. For this problem, we found fifteen approaches in literatures. Also, we have proposed a…
Non-parametric Mann-Kendall tests for autocorrelated data rely on the assumption that the distribution of the normalized Mann-Kendall tau is Gaussian. While this assumption holds asymptotically for stationary autoregressive processes of…
This study addresses the often-overlooked issue of measurability at intermediate points when applying Taylor's theorems to random functions and random vectors (e.g., likelihood functions with respect to estimators) in statistics. Classical…