A measure of mutual complete dependence in discrete variables through subcopula

© 2015. Siburg and Stoimenov [12] gave a measure of mutual complete dependence of continuous variables which is different from Spearman's ρ and Kendall's τ. In this paper, a similar measure of mutual complete dependence is applied to discrete variables. Also two measures for functional rel...

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Bibliographic Details
Main Authors: Shan,Q., Wongyang,T., Wang,T., Tasena,S.
Format: Article
Published: Elsevier Inc. 2015
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Online Access:http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84928201156&origin=inward
http://cmuir.cmu.ac.th/handle/6653943832/38933
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Institution: Chiang Mai University
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Summary:© 2015. Siburg and Stoimenov [12] gave a measure of mutual complete dependence of continuous variables which is different from Spearman's ρ and Kendall's τ. In this paper, a similar measure of mutual complete dependence is applied to discrete variables. Also two measures for functional relationships, which are not bijection, are investigated. For illustration of our main results, several examples are given.