3 papers
math.ST2020
An AUK-based index for measuring and testing the joint dependence of a random vector
Georgios Afendras, Marianthi Markatou, Albert Vexler
We present an index of dependence that allows one to measure the joint or mutual dependence of a -dimensional random vector with . The index is based on a -dimensional K…
math.ST2018
Multi-Panel Kendall Plot in Light of an ROC Curve Analysis Applied to Measuring Dependence
Albert Vexler, Georgios Afendras, Marianthi Markatou
The Kendall plot ($\K$-plot) is a plot measuring dependence between the components of a bivariate random variable. The $\K$-plot graphs the Kendall distribution function against th…
math.ST2018
On the limiting distribution of sample central moments
Georgios Afendras, Nickos Papadatos, Violetta Piperigou
We investigate the limiting behavior of sample central moments, examining the special cases where the limiting (as the sample size tends to infinity) distribution is degenerate. Pa…