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Schweizer, B.; Wolff, E. F.

On nonparametric measures of dependence for random variables. (English) Zbl 0468.62012

Ann. Stat. 9, 879-885 (1981).
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Cited in 3 Reviews
Cited in 161 Documents

MSC:

62E10 Characterization and structure theory of statistical distributions
62H05 Characterization and structure theory for multivariate probability distributions; copulas
62H20 Measures of association (correlation, canonical correlation, etc.)

Keywords:

nonparametric measures of dependence; copulas; Renyi axioms

Citations:

Zbl 0100.142; Zbl 0091.144
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\textit{B. Schweizer} and \textit{E. F. Wolff}, Ann. Stat. 9, 879--885 (1981; Zbl 0468.62012)
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