A measure of mutual complete dependence in discrete variables through subcopula

© 2015 Elsevier Inc. 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 f...

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Bibliographic Details
Main Authors: Qingsong Shan, Tanes Wongyang, Tonghui Wang, Santi Tasena
Format: Journal
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84941316557&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/54411
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Institution: Chiang Mai University
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Summary:© 2015 Elsevier Inc. 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.