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    • Partial and average copulas and association measures 

      Gijbels, Irène; Veraverbeke, Noël; Omelka, Marek (Institute of Mathematical Statistics, 2015)
      For a pair (Y1,Y2) of random variables there exist several measures of association that characterize the dependence between Y1 and Y2 by means of one single value. Classical examples are Pearson’s correlation coefficient, ...