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Local Dependence Test Between Random Vectors Based on the Robust Conditional Spearman’s ρ and Kendall’s τ |
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| Authors: | Zhang Ling-yue Cui Heng-jian |
| Institution: | 1.School of Mathematical Sciences, Capital Normal University, Beijing, 100048, China ; |
| Abstract: | Acta Mathematicae Applicatae Sinica, English Series - This paper introduces two local conditional dependence matrices based on Spearman’s ρ and Kendall’s τ given the condition... |
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