In this paper, we proposed a new statistical dependency measure for two random vectors based on copula, called copula dependency coefficient （CDC）. The CDC is proved to be robust to outliers and easy to be implement...In this paper, we proposed a new statistical dependency measure for two random vectors based on copula, called copula dependency coefficient （CDC）. The CDC is proved to be robust to outliers and easy to be implemented. Especially, it is powerful and applicable to high-dimensional problems. All these properties make CDC practically important in related applications. Both experimental and application results show that CDC is a good robust dependence measure for association detecting.展开更多
基金Supported by the National Natural Science Foundation of China(31600290)
文摘In this paper, we proposed a new statistical dependency measure for two random vectors based on copula, called copula dependency coefficient （CDC）. The CDC is proved to be robust to outliers and easy to be implemented. Especially, it is powerful and applicable to high-dimensional problems. All these properties make CDC practically important in related applications. Both experimental and application results show that CDC is a good robust dependence measure for association detecting.
