2 papers
stat.ME2025
On dimension reduction in conditional dependence models
Thomas Nagler, Gerda Claeskens, Irène Gijbels
Inference of the conditional dependence structure is challenging when many covariates are present. In numerous applications, only a low-dimensional projection of the covariates inf…
stat.ME2024
High-dimensional copula-based Wasserstein dependence
Steven De Keyser, Irene Gijbels
We generalize 2-Wasserstein dependence coefficients to measure dependence between a finite number of random vectors. This generalization includes theoretical properties, and in par…