1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2021
On a multivariate copula-based dependence measure and its estimation
Florian Griessenberger, Robert R. Junker, Wolfgang Trutschnig
Working with so-called linkages allows to define a copula-based, -valued multivariate dependence measure quantifying the scale-invariant extent of de…
stat.AP2019★ 1 cited
A copula-based measure for quantifying asymmetry in dependence and associations
Robert R. Junker, Florian Griessenberger, Wolfgang Trutschnig
Asymmetry is an inherent property of bivariate associations and therefore must not be ignored. The currently applicable dependence measures mask the potential asymmetry of the unde…