38 citations · 38 across the 2 of their papers we have counts for
3 papers · 1 filter
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…
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…
Quadratic distances on probabilities: A unified foundation
Bruce G. Lindsay, Marianthi Markatou, Surajit Ray +2
This work builds a unified framework for the study of quadratic form distance measures as they are used in assessing the goodness of fit of models. Many important procedures have t…