Understanding directional dependence through angular correlation

Engin A. Sungur, Jessica M. Orth

Research output: Contribution to journalArticlepeer-review

Abstract

In this article, we will suggest a way of understanding dependence structure depending according to direction in three-dimensional case. Directions will be associated with angles so that informative graphical displays can be produced.

Original languageEnglish (US)
Pages (from-to)4143-4155
Number of pages13
JournalCommunications in Statistics - Theory and Methods
Volume43
Issue number19
DOIs
StatePublished - Oct 1 2014

Bibliographical note

Publisher Copyright:
© 2014 Taylor & Francis Group, LLC.

Keywords

  • Angular correlation
  • Copulas
  • Directional dependence
  • Spatial statistics

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