44 citations · 74 across the 10 of their papers we have counts for
3 papers · 1 filter
Symmetric Rank Covariances: a Generalised Framework for Nonparametric Measures of Dependence
Luca Weihs, Mathias Drton, Nicolai Meinshausen
The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are inv…
Determinantal Generalizations of Instrumental Variables
Luca Weihs, Bill Robinson, Emilie Dufresne +6
Linear structural equation models relate the components of a random vector using linear interdependencies and Gaussian noise. Each such model can be naturally associated with a mix…
Large-Sample Theory for the Bergsma-Dassios Sign Covariance
Preetam Nandy, Luca Weihs, Mathias Drton
The Bergsma-Dassios sign covariance is a recently proposed extension of Kendall's tau. In contrast to tau or also Spearman's rho, the new sign covariance vanishes if and only…