“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment
This note comments on the Generalised Measure of Correlation (GMC) suggested by Zheng et al. (2012). The GMC concept was largely anticipated in a publication 115 years earlier, undertaken by Yule (1897), in the proceedings of the Royal Society. The note is directed at giving Yule (1897) credit for c...
| Autores: | , |
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| Tipo de recurso: | informe técnico |
| Fecha de publicación: | 2018 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/17440 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/17440 |
| Access Level: | acceso abierto |
| Palabra clave: | C12 C100 C130 Skewed correlation Bravais formula Generalised Measure of Correlation Nonlinearity. Econometría (Economía) 5302 Econometría |
| Sumario: | This note comments on the Generalised Measure of Correlation (GMC) suggested by Zheng et al. (2012). The GMC concept was largely anticipated in a publication 115 years earlier, undertaken by Yule (1897), in the proceedings of the Royal Society. The note is directed at giving Yule (1897) credit for covering the foundations of the topic comprehensively. |
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