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math.ST2023
Quantifying and estimating dependence via sensitivity of conditional distributions
Jonathan Ansari, Patrick B. Langthaler, Sebastian Fuchs +1
Recently established, directed dependence measures for pairs of random variables build upon the natural idea of comparing the conditional distributions of given w…
math.ST2023
A link between Kendall's tau, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support
Juan Fernández-Sánchez, Wolfgang Trutschnig
Working with shuffles we establish a close link between Kendall's tau, the so-called length measure, and the surface area of bivariate copulas and derive some consequences. While i…