ACADSTAFF UGM
| Title | : | Measuring Dependence of Random Variables with Finite and Infinite Variance using the Codifference and the Generalized Codifference Function |
| Author | : |
Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (1) |
| Date | : | 1 2016 |
| Keyword | : | functions,empirical application,codifference functions,empirical application,codifference |
| Abstract | : | In this paper, we discuss two generalized dependence measures for random variables with finite and infinite variance, namely the codifference and its extension, the generalized codifference function. We show some basic properties of these measures. We propose a new method to estimate the functions and provide an empirical application of the measures. © 2016 Author(s). |
| Group of Knowledge | : | Statistik |
| Level | : | Internasional |
| Status | : |
Published
|
| No | Title | Action |
|---|