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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…