A Projection-based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models. [PDF]
J Econom, 2020 Measuring conditional dependence is an important topic in econometrics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed.
Fan J, Feng Y, Xia L.
europepmc +2 more sources
Testing the nicotine dependence measure mFTQ for adolescent smokers: A multinational investigation. [PDF]
Am J Addict, 2017 Background and Objectives As a measure of nicotine dependence among adolescent smokers, the modified Fagerström Tolerance Questionnaire (mFTQ; 7 items), has been successfully used in the United States (USA).
Prokhorov AV +16 more
europepmc +2 more sources
Layer Dependence as a Measure of Local Dependence
SSRN Electronic Journal, 2015 A new measure of local dependence called "layer dependence" is proposed and analysed. Layer dependence measures the dependence between two random variables at different percentiles in their joint distribution. Layer dependence satisfies coherence properties similar to Spearman's correlation, such as lying between -1 and 1, with -1, 0 and 1 ...
Weihao Choo, Piet de Jong
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What aspect of dependence does the fagerström test for nicotine dependence measure? [PDF]
ISRN Addict, 2013 Although the Fagerström Test for Nicotine Dependence (FTND) and the Heaviness of Smoking Index (HSI) are widely used, there is a uncertainty regarding what is measured by these scales.
DiFranza JR +5 more
europepmc +2 more sources
Making Sense of Dependence: Efficient Black-box Explanations Using Dependence Measure [PDF]
Neural Information Processing Systems, 2022 This paper presents a new efficient black-box attribution method based on Hilbert-Schmidt Independence Criterion (HSIC), a dependence measure based on Reproducing Kernel Hilbert Spaces (RKHS).
Paul Novello +2 more
semanticscholar +1 more source
On a multivariate copula-based dependence measure and its estimation [PDF]
Electronic Journal of Statistics, 2021 : Working with so-called linkages allows to define a copula-based, [0 , 1]-valued multivariate dependence measure ζ 1 ( X ,Y ) quantifying the scale-invariant extent of dependence of a random variable Y on a d -dimen- sional random vector X = ( X 1 ,...,X
Florian Griessenberger +2 more
semanticscholar +1 more source
The RCI as a measure of monotonic dependence
, 2014 In this paper a statistical interpretation of a recent measure, called “Rankbased Concordance Index” (RCI), in terms of monotonic dependence relationship between a non-negative dependent variable and a quantitative independent one is provided. Due to its
Emanuela Raffinetti +3 more
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Stochastic fixed-point equation and local dependence measure [PDF]
The Annals of Applied Probability, 2020 We study solutions to the stochastic fixed point equation $X\stackrel{d}{=}AX+B$ where the coefficients $A$ and $B$ are nonnegative random variables. We introduce the ``local dependence measure'' (LDM) and its Legendre-type transform to analyze the left ...
K. Burdzy +2 more
semanticscholar +1 more source
Extending Hilbert–Schmidt Independence Criterion for Testing Conditional Independence
Entropy, 2023 The Conditional Independence (CI) test is a fundamental problem in statistics. Many nonparametric CI tests have been developed, but a common challenge exists: the current methods perform poorly with a high-dimensional conditioning set.
Bingyuan Zhang, Joe Suzuki
doaj +1 more source
Maximal asymmetry of bivariate copulas and consequences to measures of dependence
Dependence Modeling, 2022 In this article, we focus on copulas underlying maximal non-exchangeable pairs (X,Y)\left(X,Y) of continuous random variables X,YX,Y either in the sense of the uniform metric d∞{d}_{\infty } or the conditioning-based metrics Dp{D}_{p}, and analyze their ...
Griessenberger Florian +1 more
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