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math.ST2019★ 3 cited
Some New Copula Based Distribution-free Tests of Independence among Several Random Variables
Angshuman Roy, Anil Ghosh, Alok Goswami +1
Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing t…
math.ST2017★ 1 cited
Multivariate Dependency Measure based on Copula and Gaussian Kernel
Angshuman Roy, Alok Goswami, C. A. Murthy
We propose a new multivariate dependency measure. It is obtained by considering a Gaussian kernel based distance between the copula transform of the given d-dimensional distributio…