2 papers
math.ST2019
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
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…